QuantLib_StudentDistribution (3) - Linux Manuals
QuantLib_StudentDistribution: Student t-distribution.
NAME
QuantLib::StudentDistribution - Student t-distribution.
SYNOPSIS
#include <ql/math/distributions/studenttdistribution.hpp>
Inherits std::unary_function<Real,Real>.
Public Member Functions
StudentDistribution (Integer n)
Real operator() (Real x) const
Detailed Description
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.