studenttdistribution (3) - Linux Manuals

studenttdistribution: Student's t-distribution.

NAME

ql/math/distributions/studenttdistribution.hpp - Student's t-distribution.

SYNOPSIS

#include <ql/errors.hpp>
#include <ql/types.hpp>
#include <functional>

Classes

class StudentDistribution
Student t-distribution.
class CumulativeStudentDistribution
Cumulative Student t-distribution.
class InverseCumulativeStudent
Inverse cumulative Student t-distribution.

Detailed Description

Student's t-distribution.

Author

Generated automatically by Doxygen for QuantLib from the source code.