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QuantLib_CumulativeStudentDistribution
Langue: en
Version: 378110 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::CumulativeStudentDistribution -Cumulative Student t-distribution.
SYNOPSIS
#include <ql/math/distributions/studenttdistribution.hpp>
Inherits std::unary_function< Real, Real >.
Public Member Functions
CumulativeStudentDistribution (Integer n)
Real operator() (Real x) const
Detailed Description
Cumulative Student t-distribution.
Cumulative distribution function for $ n $ degrees of freedom (see mathworld.wolfram.com): [ F(x) = int_{-infty}^x,f(y),dy = ac{1}{2}, +,ac{1}{2},sgn(x),
regularized incomplete beta function.
Author
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