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QuantLib_StudentDistribution
Langue: en
Version: 157275 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
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): \
Author
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