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QuantLib_GammaFunction
Langue: en
Version: 379747 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::GammaFunction -Gamma function class.
SYNOPSIS
#include <ql/math/distributions/gammadistribution.hpp>
Inherits std::unary_function< Real, Real >.
Public Member Functions
Real logValue (Real x) const
Detailed Description
Gamma function class.
This is a function defined by [ Gamma(z) = int_0^{infty}t^{z-1}e^{-t}dt ]
The implementation of the algorithm was inspired by 'Numerical Recipes in C', 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 6
Tests
- the correctness of the returned value is tested by checking it against known good results.
Author
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