QuantLib: LossDistBinomial Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

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LossDistBinomial Class Reference

Binomial loss distribution. More...

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

Inheritance diagram for LossDistBinomial:
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## Public Member Functions
| LossDistBinomial (Size nBuckets, Real maximum)
Distribution | operator() (Size n, Real volume, Real probability) const
Distribution | operator() (const std::vector< Real > &volumes, const std::vector< Real > &probabilities) const
Size | buckets () const
Real | maximum () const
Real | volume () const
Size | size () const
std::vector< Real > | probability () const
std::vector< Real > | excessProbability () const

## Additional Inherited Members
Static Public Member Functions inherited from LossDist
static Real | binomialProbabilityOfNEvents (int n, std::vector< Real > &p)
static Real | binomialProbabilityOfAtLeastNEvents (int n, std::vector< Real > &p)
static std::vector< Real > | probabilityOfNEvents (std::vector< Real > &p)
static Real | probabilityOfNEvents (int n, std::vector< Real > &p)
static Real | probabilityOfAtLeastNEvents (int n, std::vector< Real > &p)

## Detailed Description

Binomial loss distribution.

Binomial loss distribution