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QuantLib_InverseCumulativeStudent
Langue: en
Version: 376342 (fedora - 01/12/10)
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
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