LossDistBinomial (3) - Linux Manuals

LossDistBinomial: Binomial loss distribution.

NAME

QuantLib::LossDistBinomial - Binomial loss distribution.

SYNOPSIS

#include <ql/experimental/credit/lossdistribution.hpp>

Inherits QuantLib::LossDist.

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

Author

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