GammaFunction Class Reference

Gamma function class. More...

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

Collaboration diagram for GammaFunction:

Public Member Functions
Real	value (Real x) const
Real	logValue (Real x) const

Public Attributes
QL_DEPRECATED typedef Real	argument_type
QL_DEPRECATED typedef Real	result_type

Static Private Attributes
static const Real	c1_ = 76.18009172947146
static const Real	c2_ = -86.50532032941677
static const Real	c3_ = 24.01409824083091
static const Real	c4_ = -1.231739572450155
static const Real	c5_ = 0.1208650973866179e-2
static const Real	c6_ = -0.5395239384953e-5

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.

Definition at line 68 of file gammadistribution.hpp.

Member Function Documentation

value()

Real value

(

Real

x

)

const

Definition at line 84 of file gammadistribution.cpp.

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logValue()

Real logValue

(

Real

x

)

const

Definition at line 69 of file gammadistribution.cpp.

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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 74 of file gammadistribution.hpp.

result_type

QL_DEPRECATED typedef Real result_type

Deprecated:

Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 80 of file gammadistribution.hpp.

c1_

const Real c1_ = 76.18009172947146

staticprivate

Definition at line 85 of file gammadistribution.hpp.

c2_

const Real c2_ = -86.50532032941677

staticprivate

Definition at line 85 of file gammadistribution.hpp.

c3_

const Real c3_ = 24.01409824083091

staticprivate

Definition at line 85 of file gammadistribution.hpp.

c4_

const Real c4_ = -1.231739572450155

staticprivate

Definition at line 85 of file gammadistribution.hpp.

c5_

const Real c5_ = 0.1208650973866179e-2

staticprivate

Definition at line 85 of file gammadistribution.hpp.

c6_

const Real c6_ = -0.5395239384953e-5

staticprivate

Definition at line 85 of file gammadistribution.hpp.