QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
LossDistMonteCarlo Member List

This is the complete list of members for LossDistMonteCarlo, including all inherited members.

binomialProbabilityOfAtLeastNEvents(int n, std::vector< Real > &p)LossDiststatic
binomialProbabilityOfNEvents(int n, std::vector< Real > &p)LossDiststatic
buckets() const (defined in LossDistMonteCarlo)LossDistMonteCarlovirtual
LossDist() (defined in LossDist)LossDist
LossDistMonteCarlo(Size nBuckets, Real maximum, Size simulations, long seed=42, Real epsilon=1e-6) (defined in LossDistMonteCarlo)LossDistMonteCarlo
maximum() const (defined in LossDistMonteCarlo)LossDistMonteCarlovirtual
operator()(const std::vector< Real > &volumes, const std::vector< Real > &probabilities) const (defined in LossDistMonteCarlo)LossDistMonteCarlovirtual
probabilityOfAtLeastNEvents(int n, std::vector< Real > &p)LossDiststatic
probabilityOfNEvents(std::vector< Real > &p)LossDiststatic
probabilityOfNEvents(int n, std::vector< Real > &p) (defined in LossDist)LossDiststatic
~LossDist() (defined in LossDist)LossDistvirtual