PoissonDistribution Class Reference

Normal distribution function. More...

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

Inherits std::unary_function< QL_REAL, QL_REAL >.

List of all members.

Public Member Functions

 PoissonDistribution (Real mu)
Real operator() (BigNatural k) const


Detailed Description

Normal distribution function.

Given an integer $ k $, it returns its probability in a Poisson distribution.

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