QuantLib_GammaFunction

Langue: en

Autres versions - même langue

Version: 164257 (fedora - 05/07/09)

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 \

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

Generated automatically by Doxygen for QuantLib from the source code.