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

Beta and beta incomplete functions. More...

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

Go to the source code of this file.

Namespaces

namespace  QuantLib
 

Functions

Real betaFunction (Real z, Real w)
 
Real betaContinuedFraction (Real a, Real b, Real x, Real accuracy, Integer maxIteration)
 
Real incompleteBetaFunction (Real a, Real b, Real x, Real accuracy=1e-16, Integer maxIteration=100)
 Incomplete Beta function. More...
 

Detailed Description

Beta and beta incomplete functions.

Definition in file beta.hpp.