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QuantLib_CumulativeStudentDistribution
Langue: en
Version: 160944 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::CumulativeStudentDistribution - Cumulative Student t-distribution.SYNOPSIS
#include <ql/math/distributions/studenttdistribution.hpp>
Inherits std::unary_function<Real,Real>.
Public Member Functions
CumulativeStudentDistribution (Integer n)
Real operator() (Real x) const
Detailed Description
Cumulative Student t-distribution.
Cumulative distribution function for $ n $ degrees of freedom (see mathworld.wolfram.com): ht ] where $ I(z; a, b) $ is the regularized incomplete beta function.
Author
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