Discrete Distribution. More...
#include <qle/math/discretedistribution.hpp>
Public Member Functions | |
DiscreteDistribution (const vector< Distributionpair > &) | |
DiscreteDistribution () | |
Default constructor with probability 1.0 at 0.0. | |
DiscreteDistribution (const vector< Real > &dataPoints, const vector< Real > &probabilities) | |
Construct a discrete probability distribution by giving the points and probabilities. | |
virtual Size | size () const |
virtual vector< Distributionpair > | get () const |
virtual Distributionpair | get (Size i) const |
Real | probability (Size i) const |
Return probability for data at index i . | |
Real | data (Size i) const |
Return data at index i . | |
Protected Attributes | |
vector< Distributionpair > | data_ |
Friends | |
class | MDD |
Discrete Distribution.
This class implements a one-dimensional distribution in terms of a vector of Distributionpairs.