ql/math/distributions/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 binomialCoefficientLn (BigNatural n, BigNatural k)
Real binomialCoefficient (BigNatural n, BigNatural k)
Real PeizerPrattMethod2Inversion (Real z, BigNatural n)