QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Namespaces | Functions
incompletegamma.cpp File Reference
#include <ql/math/incompletegamma.hpp>
#include <ql/math/distributions/gammadistribution.hpp>

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Namespaces

namespace  QuantLib
 

Functions

Real incompleteGammaFunction (Real a, Real x, Real accuracy=1.0e-13, Integer maxIteration=100)
 Incomplete Gamma function. More...
 
Real incompleteGammaFunctionSeriesRepr (Real a, Real x, Real accuracy, Integer maxIteration)
 
Real incompleteGammaFunctionContinuedFractionRepr (Real a, Real x, Real accuracy, Integer maxIteration)