QuantLib_PoissonDistribution (3) Linux Manual Page
QuantLib::PoissonDistribution – Normal distribution function.
Synopsis
#include <ql/math/distributions/poissondistribution.hpp>Inherits std::unary_function<Real,Real>.
Public Member Functions
PoissonDistribution (Real mu)Real operator() (BigNatural k) const
Detailed Description
Normal distribution function.Given an integer $ k $, it returns its probability in a Poisson distribution.
Tests
- the correctness of the returned value is tested by checking it against known good results.