CumulativePoissonDistribution Class Reference

Cumulative Poisson distribution function. More...

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

Public Types
typedef Real	argument_type
typedef Real	result_type

Public Member Functions
	CumulativePoissonDistribution (Real mu)
Real	operator() (BigNatural k) const

Detailed Description

Cumulative Poisson distribution function.

This function provides an approximation of the integral of the Poisson distribution.

For this implementation see "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 6

Tests:

the correctness of the returned value is tested by checking it against known good results.