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binomialdistribution.hpp File Reference

Binomial distribution. More...

#include <ql/math/factorial.hpp>
#include <ql/math/beta.hpp>
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Classes

class  QuantLib::BinomialDistribution
 Binomial probability distribution function. More...
class  QuantLib::CumulativeBinomialDistribution
 Cumulative binomial distribution function. More...

Namespaces

namespace  QuantLib

Functions

Real QuantLib::binomialCoefficient (BigNatural n, BigNatural k)
Real QuantLib::binomialCoefficientLn (BigNatural n, BigNatural k)
Real QuantLib::PeizerPrattMethod2Inversion (Real z, BigNatural n)

Detailed Description

Binomial distribution.

Definition in file binomialdistribution.hpp.


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