QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
Public Member Functions | List of all members
PoissonDistribution Class Reference

Poisson distribution function. More...

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

Inherits unary_function< Real, Real >.

Public Member Functions

 PoissonDistribution (Real mu)
 
Real operator() (BigNatural k) const
 

Detailed Description

Poisson 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.