QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Namespaces | Functions
incompletegamma.hpp File Reference

Incomplete Gamma function. More...

#include <ql/errors.hpp>
#include <ql/types.hpp>
#include <functional>

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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)
 

Detailed Description

Incomplete Gamma function.

Definition in file incompletegamma.hpp.