QuantLib_GammaFunction

Langue: en

Autres versions - même langue

Version: 379747 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::GammaFunction -

Gamma function class.

SYNOPSIS


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

Inherits std::unary_function< Real, Real >.

Public Member Functions


Real logValue (Real x) const

Detailed Description

Gamma function class.

This is a function defined by [ Gamma(z) = int_0^{infty}t^{z-1}e^{-t}dt ]

The implementation of the algorithm was inspired by 'Numerical Recipes in C', 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 6

Tests

the correctness of the returned value is tested by checking it against known good results.

Author

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