InverseCumulativePoisson Class Reference
Inverse cumulative Poisson distribution function. More...
#include <ql/math/distributions/poissondistribution.hpp>
Inherits std::unary_function< QL_REAL, QL_REAL >.
Public Member Functions | |
InverseCumulativePoisson (Real lambda=1.0) | |
Real | operator() (Real x) const |
Detailed Description
Inverse cumulative Poisson distribution function.
- Tests:
- the correctness of the returned value is tested by checking it against known good results.