StudentDistribution (3) - Linux Manuals

StudentDistribution: Student t-distribution.

Command to display StudentDistribution manual in Linux: $ man 3 StudentDistribution

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

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