InverseNonCentralCumulativeChiSquareDistribution Class Reference

#include <ql/math/distributions/chisquaredistribution.hpp>

Collaboration diagram for InverseNonCentralCumulativeChiSquareDistribution:

Public Member Functions
	InverseNonCentralCumulativeChiSquareDistribution (Real df, Real ncp, Size maxEvaluations=10, Real accuracy=1e-8)
Real	operator() (Real x) const

Public Attributes
QL_DEPRECATED typedef Real	argument_type
QL_DEPRECATED typedef Real	result_type

Private Attributes
NonCentralCumulativeChiSquareDistribution	nonCentralDist_
const Real	guess_
const Size	maxEvaluations_
const Real	accuracy_

Detailed Description

Definition at line 95 of file chisquaredistribution.hpp.

Constructor & Destructor Documentation

InverseNonCentralCumulativeChiSquareDistribution()

InverseNonCentralCumulativeChiSquareDistribution	(	Real	df,
		Real	ncp,
		Size	maxEvaluations = 10,
		Real	accuracy = 1e-8
	)

Definition at line 105 of file chisquaredistribution.cpp.

Member Function Documentation

operator()()

Real operator()

(

Real

x

)

const

Definition at line 115 of file chisquaredistribution.cpp.

Here is the call graph for this function:

Member Data Documentation

argument_type

QL_DEPRECATED typedef Real argument_type

Deprecated:

Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 101 of file chisquaredistribution.hpp.

result_type

QL_DEPRECATED typedef Real result_type

Deprecated:

Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 107 of file chisquaredistribution.hpp.

nonCentralDist_

NonCentralCumulativeChiSquareDistribution nonCentralDist_

private

Definition at line 115 of file chisquaredistribution.hpp.

guess_

const Real guess_

private

Definition at line 116 of file chisquaredistribution.hpp.

maxEvaluations_

const Size maxEvaluations_

private

Definition at line 117 of file chisquaredistribution.hpp.

accuracy_

const Real accuracy_

private

Definition at line 118 of file chisquaredistribution.hpp.