QuantLib_CumulativeStudentDistribution

Langue: en

Autres versions - même langue

Version: 160944 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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): ht ] where $ I(z; a, b) $ is the regularized incomplete beta function.

Author

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