InverseCumulativeStudent (3) Linux Manual Page
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
Newtoniteration
Author
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