QuantLib_CumulativeBinomialDistribution (3) - Linux Manuals

QuantLib_CumulativeBinomialDistribution: Cumulative binomial distribution function.

NAME

QuantLib::CumulativeBinomialDistribution - Cumulative binomial distribution function.

SYNOPSIS

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

Inherits std::unary_function<Real,Real>.

Public Member Functions

CumulativeBinomialDistribution (Real p, BigNatural n)

Real operator() (BigNatural k) const

Detailed Description

Cumulative binomial distribution function.

Given an integer k it provides the cumulative probability of observing kk<=k: formula here ...

Author

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