# lossdistribution (3) - Linux Manuals

## lossdistribution: Loss distributions and probability of n defaults.

## NAME

ql/experimental/credit/lossdistribution.hpp - Loss distributions and probability of n defaults.

## SYNOPSIS

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

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

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

### Classes

class **LossDist**

*Probability formulas and algorithms. *

class **ProbabilityOfNEvents**

*Probability of N events. *

class **ProbabilityOfAtLeastNEvents**

*Probability of at least N events. *

class **BinomialProbabilityOfAtLeastNEvents**

*Probability of at least N events. *

class **LossDistBinomial**

*Binomial loss distribution. *

class **LossDistHomogeneous**

*Loss Distribution for Homogeneous Pool. *

class **LossDistBucketing**

*Loss distribution with Hull-White bucketing. *

class **LossDistMonteCarlo**

*Loss distribution with Monte Carlo simulation. *

## Detailed Description

Loss distributions and probability of n defaults.

## Author

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