QuantLib_InverseCumulativeStudent

Langue: en

Autres versions - même langue

Version: 376342 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::InverseCumulativeStudent -

Inverse cumulative Student t-distribution.

SYNOPSIS


#include <ql/math/distributions/studenttdistribution.hpp>

Inherits std::unary_function< Real, Real >.

Public Member Functions


InverseCumulativeStudent (Integer n, Real accuracy=1e-6, Size maxIterations=50)

Real operator() (Real x) const

Detailed Description

Inverse cumulative Student t-distribution.

Possible enhancements

Find/implement an efficient algorithm for evaluating the cumulative Student t-distribution, replacing the Newton iteration

Author

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