Rechercher une page de manuel
QuantLib_InverseCumulativeStudent
Langue: en
Version: 157537 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
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
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre