QuantLib_InverseCumulativeStudent (3) - Linux Manuals

QuantLib_InverseCumulativeStudent: Inverse cumulative Student t-distribution.

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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