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Reference manual - version qle_version
Classes | Functions
bucketeddistribution.hpp File Reference

Deals with a bucketed distribution. More...

#include <vector>
#include <ql/types.hpp>
#include <qle/math/discretedistribution.hpp>

Classes

class  BucketedDistribution
 Represents a bucketed probability distibution. More...
 

Functions

BucketedDistribution operator+ (const BucketedDistribution &lhs, const BucketedDistribution &rhs)
 Sum probabilities in two bucketed distributions with equal buckets.
 
BucketedDistribution operator* (QuantLib::Real factor, const BucketedDistribution &rhs)
 Multiply probabilities in bucketed distribution by factor.
 
BucketedDistribution operator* (const BucketedDistribution &lhs, QuantLib::Real factor)
 

Detailed Description

Deals with a bucketed distribution.