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) |