DiscreteDistribution Class Reference

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

Detailed Description

Discrete Distribution.

This class implements a one-dimensional distribution in terms of a vector of Distributionpairs.