NAME

ql/math/distributions/binomialdistribution.hpp - Binomial distribution.

SYNOPSIS


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

Classes


class BinomialDistribution
Binomial probability distribution function.
class CumulativeBinomialDistribution
Cumulative binomial distribution function.

Functions


Real binomialCoefficientLn (BigNatural n, BigNatural k)

Real binomialCoefficient (BigNatural n, BigNatural k)

Real PeizerPrattMethod2Inversion (Real z, BigNatural n)

Detailed Description

Binomial distribution.

Author

Generated automatically by Doxygen for QuantLib from the source code.