CumulativePoissonDistribution Class Reference#include <ql/Math/poissondistribution.hpp>
List of all members.
Detailed Description
Cumulative Poisson distribution function.
Given x it provides an approximation to the integral of the Poisson distribution: formula here ...
For this implementation see "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 6
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Public Member Functions |
| CumulativePoissonDistribution (double mu) |
double | operator() (unsigned long k) const |
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