QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
LossDistBucketing Member List

This is the complete list of members for LossDistBucketing, including all inherited members.

binomialProbabilityOfAtLeastNEvents(int n, std::vector< Real > &p)LossDiststatic
binomialProbabilityOfNEvents(int n, std::vector< Real > &p)LossDiststatic
buckets() const (defined in LossDistBucketing)LossDistBucketingvirtual
LossDist() (defined in LossDist)LossDist
LossDistBucketing(Size nBuckets, Real maximum, Real epsilon=1e-6) (defined in LossDistBucketing)LossDistBucketing
maximum() const (defined in LossDistBucketing)LossDistBucketingvirtual
operator()(const std::vector< Real > &volumes, const std::vector< Real > &probabilities) const (defined in LossDistBucketing)LossDistBucketingvirtual
probabilityOfAtLeastNEvents(int n, std::vector< Real > &p)LossDiststatic
probabilityOfNEvents(std::vector< Real > &p)LossDiststatic
probabilityOfNEvents(int n, std::vector< Real > &p) (defined in LossDist)LossDiststatic
~LossDist() (defined in LossDist)LossDistvirtual