QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Incomplete Gamma function. More...
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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) |
Incomplete Gamma function.
Definition in file incompletegamma.hpp.