ql/Math/binomialdistribution.hpp File Reference


Detailed Description

Binomial distribution.

#include <ql/Math/factorial.hpp>
#include <ql/Math/beta.hpp>

Include dependency graph for binomialdistribution.hpp:


Namespaces

namespace  QuantLib

Classes

class  BinomialDistribution
 Binomial probability distribution function. More...
class  CumulativeBinomialDistribution
 Cumulative binomial distribution function. More...

Functions

Real QuantLib::binomialCoefficientLn (BigNatural n, BigNatural k)
Real QuantLib::binomialCoefficient (BigNatural n, BigNatural k)
Real QuantLib::PeizerPrattMethod2Inversion (Real z, BigNatural n)