LossDistBinomial Class Reference
Binomial loss distribution. More...
#include <ql/experimental/credit/lossdistribution.hpp>
Inheritance diagram for LossDistBinomial:

Public Member Functions | |
LossDistBinomial (Size nBuckets, Real maximum) | |
Distribution | operator() (Size n, Real volume, Real probability) const |
Distribution | operator() (const std::vector< Real > &volumes, const std::vector< Real > &probabilities) const |
Size | buckets () const |
Real | maximum () const |
Real | volume () const |
Size | size () const |
std::vector< Real > | probability () const |
std::vector< Real > | excessProbability () const |
Detailed Description
Binomial loss distribution.
Binomial loss distribution