QuantLib_StudentDistribution (3) - Linux Manuals

QuantLib_StudentDistribution: Student t-distribution.

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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