QuantLib_GammaFunction (3) - Linux Manuals

QuantLib_GammaFunction: Gamma function class.

NAME

QuantLib::GammaFunction - Gamma function class.

SYNOPSIS

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

Inherits std::unary_function<Real,Real>.

Public Member Functions

Real logValue (Real x) const

Detailed Description

Gamma function class.

This is a function defined by [ Gamma(z) = int_0^{infty}t^{z-1}e^{-t}dt ]

The implementation of the algorithm was inspired by 'Numerical Recipes in C', 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 6

Tests

the correctness of the returned value is tested by checking it against known good results.

Author

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