QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
Public Member Functions | List of all members
ProbabilityOfNEvents Class Reference

Probability of N events. More...

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

Public Member Functions

 ProbabilityOfNEvents (int n)
 
Real operator() (std::vector< Real > p) const
 

Detailed Description

Probability of N events.