QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Types | Public Member Functions | List of all members
BinomialDistribution Class Reference

Binomial probability distribution function. More...

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

Public Types

typedef Real argument_type
 
typedef Real result_type
 

Public Member Functions

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

Detailed Description

Binomial probability distribution function.

formula here ... Given an integer k it returns its probability in a Binomial distribution with parameters p and n.