LossDistBinomial Class Reference

Binomial loss distribution. More...

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

Inheritance diagram for LossDistBinomial:

List of all members.

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