QuantLib_StudentDistribution (3) Linux Manual Page

QuantLib::StudentDistribution – Student t-distribution.

Synopsis

#include <ql/math/distributions/studenttdistribution.hpp>

Inherits std::unary_function<Real,Real>.

StudentDistribution (Integer n)

Real operator() (Real x) const

Student t-distribution.

Probability density function for $ n $ degrees of freedom (see mathworld.wolfram.com or wikipedia.org): [ f(x) = ac {Gamma

d automatically by Doxygen for QuantLib from the source code.