QuantLib: ProbabilityOfNEvents Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

Public Member Functions | List of all members
ProbabilityOfNEvents Class Reference

Probability of N events. More...

`#include <ql/experimental/credit/lossdistribution.hpp>`

## Public Member Functions
| ProbabilityOfNEvents (int n)
Real | operator() (std::vector< Real > p) const

## Detailed Description

Probability of N events.