QuantLib 0.3.8 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Configuration Usage Frequently asked questions Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

ql/Math/binomialdistribution.hpp File Reference Detailed Description Binomial distribution. #include <ql/Math/factorial.hpp> #include <ql/Math/beta.hpp> Include dependency graph for binomialdistribution.hpp: Namespaces namespace   QuantLib Classes class   BinomialDistribution   Binomial probability distribution function. More... class   CumulativeBinomialDistribution   Cumulative binomial distribution function. More... Functions Real  binomialCoefficientLn (BigNatural n, BigNatural k) Real  binomialCoefficient (BigNatural n, BigNatural k) Real  PeizerPrattMethod2Inversion (Real z, BigNatural n) Function Documentation Real PeizerPrattMethod2Inversion (  Real  z, BigNatural  n )    Given an odd integer n and a real number z it returns p such that: 1 - CumulativeBinomialDistribution((n-1)/2, n, p) = CumulativeNormalDistribution(z) Precondition: n must be odd

---

QuantLib.org

Hosted by

Documentation generated by