QuantLib: Member List

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

LossDistMonteCarlo Member List

This is the complete list of members for LossDistMonteCarlo, including all inherited members.

binomialProbabilityOfAtLeastNEvents(int n, std::vector< Real > &p) | LossDist | static
binomialProbabilityOfNEvents(int n, std::vector< Real > &p) | LossDist | static
buckets() const (defined in LossDistMonteCarlo) | LossDistMonteCarlo | virtual
LossDist() (defined in LossDist) | LossDist |
LossDistMonteCarlo(Size nBuckets, Real maximum, Size simulations, long seed=42, Real epsilon=1e-6) (defined in LossDistMonteCarlo) | LossDistMonteCarlo |
maximum() const (defined in LossDistMonteCarlo) | LossDistMonteCarlo | virtual
operator()(const std::vector< Real > &volumes, const std::vector< Real > &probabilities) const (defined in LossDistMonteCarlo) | LossDistMonteCarlo | virtual
probabilityOfAtLeastNEvents(int n, std::vector< Real > &p) | LossDist | static
probabilityOfNEvents(std::vector< Real > &p) | LossDist | static
probabilityOfNEvents(int n, std::vector< Real > &p) (defined in LossDist) | LossDist | static
~LossDist() (defined in LossDist) | LossDist | virtual