ql/experimental/credit/lossdistribution.hpp File Reference

### A free/open-source library for quantitative finance

Classes
ql/experimental/credit/lossdistribution.hpp File Reference

Loss distributions and probability of n defaults. More...

`#include <ql/math/distributions/binomialdistribution.hpp>`
`#include <ql/experimental/credit/distribution.hpp>`
`#include <ql/experimental/credit/onefactorcopula.hpp>`
Include dependency graph for lossdistribution.hpp:

## Classes
class | LossDist
| Probability formulas and algorithms. More...
class | ProbabilityOfNEvents
| Probability of N events. More...
class | ProbabilityOfAtLeastNEvents
| Probability of at least N events. More...
class | BinomialProbabilityOfAtLeastNEvents
| Probability of at least N events. More...
class | LossDistBinomial
| Binomial loss distribution. More...
class | LossDistHomogeneous
| Loss Distribution for Homogeneous Pool. More...
class | LossDistBucketing
| Loss distribution with Hull-White bucketing. More...
class | LossDistMonteCarlo
| Loss distribution with Monte Carlo simulation. More...

## Detailed Description

Loss distributions and probability of n defaults.