InverseCumulativePoisson Class Reference

#include <ql/math/distributions/poissondistribution.hpp>

List of all members.


Detailed Description

Inverse cumulative Poisson distribution function.

Tests:
the correctness of the returned value is tested by checking it against known good results.


Public Member Functions

 InverseCumulativePoisson (Real lambda=1.0)
Real operator() (Real x) const