PoissonDistribution (3) - Linux Manuals

PoissonDistribution: Normal distribution function.

NAME

QuantLib::PoissonDistribution - Normal distribution function.

SYNOPSIS

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

Inherits std::unary_function<Real,Real>.

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.

Author

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