QuantLib_StudentDistribution

Langue: en

Autres versions - même langue

Version: 376205 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::StudentDistribution -

Student t-distribution.

SYNOPSIS


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

Inherits std::unary_function< Real, Real >.

Public Member Functions


StudentDistribution (Integer n)

Real operator() (Real x) const

Detailed Description

Student t-distribution.

Probability density function for $ n $ degrees of freedom (see mathworld.wolfram.com or wikipedia.org): [ f(x) = ac {Gamma

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