Class ProbabilityOfAtLeastNEvents

Hierarchy

ProbabilityOfAtLeastNEvents

Implements

UnaryFunction<Real[], Real>

Index

Constructors

constructor

Properties

_n

Methods

f

Constructors

constructor

new ProbabilityOfAtLeastNEvents(n: Size): ProbabilityOfAtLeastNEvents

- Defined in ql/experimental/credit/lossdistribution.ts:146
Parameters
- n: Size
Returns ProbabilityOfAtLeastNEvents

Properties

Private _n

_n: Size

Methods

f

f(p: Real[]): Real

- Defined in ql/experimental/credit/lossdistribution.ts:151
Parameters
- p: Real[]
Returns Real