CumulativeStudentDistribution (3) Linux Manual Page
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.