ql/math/distributions/poissondistribution.hpp File Reference


Detailed Description

Poisson distribution.

#include <ql/math/factorial.hpp>
#include <ql/math/incompletegamma.hpp>

Include dependency graph for poissondistribution.hpp:


Namespaces

namespace  QuantLib

Classes

class  PoissonDistribution
 Normal distribution function. More...
class  CumulativePoissonDistribution
 Cumulative Poisson distribution function. More...
class  InverseCumulativePoisson
 Inverse cumulative Poisson distribution function. More...