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quantlib.js
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"ql/experimental/credit/lossdistribution"
ProbabilityOfNEvents
Class ProbabilityOfNEvents
Hierarchy
ProbabilityOfNEvents
Implements
UnaryFunction
<
Real
[]
,
Real
>
Index
Constructors
constructor
Properties
_n
Methods
f
Constructors
constructor
new
Probability
OfNEvents
(
n
:
Size
)
:
ProbabilityOfNEvents
Parameters
n:
Size
Returns
ProbabilityOfNEvents
Properties
Private
_n
_n
:
Size
Methods
f
f
(
p
:
Real
[]
)
:
Real
Parameters
p:
Real
[]
Returns
Real
Globals
"ql/experimental/credit/lossdistribution"
Binomial
Probability
OfAt
LeastNEvents
Loss
Dist
Loss
Dist
Binomial
Loss
Dist
Bucketing
Loss
Dist
Homogeneous
Loss
Dist
Monte
Carlo
Probability
OfAt
LeastNEvents
Probability
OfNEvents
constructor
_n
f