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QuantLib_StudentDistribution
Langue: en
Version: 376205 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::StudentDistribution -Student t-distribution.
SYNOPSIS
#include <ql/math/distributions/studenttdistribution.hpp>
Inherits std::unary_function< Real, Real >.
Public Member Functions
StudentDistribution (Integer n)
Real operator() (Real x) const
Detailed Description
Student t-distribution.
Probability density function for $ n $ degrees of freedom (see mathworld.wolfram.com or wikipedia.org): [ f(x) = ac {Gamma
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