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

Cumulative binomial distribution function. More...

#include <ql/math/distributions/binomialdistribution.hpp>

Inherits unary_function< Real, Real >.

Public Member Functions

 CumulativeBinomialDistribution (Real p, BigNatural n)
 
Real operator() (BigNatural k) const
 

Detailed Description

Cumulative binomial distribution function.

Given an integer k it provides the cumulative probability of observing kk<=k: formula here ...