logValue (3) - Linux Manuals
logValue: 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
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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