ql/math/distributions/poissondistribution.hpp File Reference
Detailed Description
Poisson distribution.
#include <ql/math/factorial.hpp>
#include <ql/math/incompletegamma.hpp>
Include dependency graph for poissondistribution.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | PoissonDistribution |
| Normal distribution function. More... | |
| class | CumulativePoissonDistribution |
| Cumulative Poisson distribution function. More... | |
| class | InverseCumulativePoisson |
| Inverse cumulative Poisson distribution function. More... | |