QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Gamma function class. More...
#include <gammadistribution.hpp>
Public Member Functions | |
Real | value (Real x) const |
Real | logValue (Real x) const |
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 |
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
Definition at line 56 of file gammadistribution.hpp.
Definition at line 84 of file gammadistribution.cpp.
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staticprivate |
Definition at line 61 of file gammadistribution.hpp.
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staticprivate |
Definition at line 61 of file gammadistribution.hpp.
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staticprivate |
Definition at line 61 of file gammadistribution.hpp.
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staticprivate |
Definition at line 61 of file gammadistribution.hpp.
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staticprivate |
Definition at line 61 of file gammadistribution.hpp.
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staticprivate |
Definition at line 61 of file gammadistribution.hpp.