CumulativePoissonDistribution Class Reference

#include <ql/Math/poissondistribution.hpp>

Detailed Description

Cumulative Poisson distribution function.

Given x it provides an approximation to the integral of the Poisson distribution: formula here ...

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

Public Member Functions

CumulativePoissonDistribution (Real mu)

Real operator() (BigNatural k) const