cumulativestudentdistribution(3)

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): [ F(x) = int_{-infty}^x,f(y),dy = ac{1}{2}, +,ac{1}{2},sgn(x),

regularized incomplete beta function.

Author

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