beta.hpp

/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
 
/*
 Copyright (C) 2003 Ferdinando Ametrano
 
 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/
 
 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at
 <http://quantlib.org/license.shtml>.
 
 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/
 
#ifndef quantlib_math_beta_h
#define quantlib_math_beta_h
 
#include <ql/math/distributions/gammadistribution.hpp>
 
namespace QuantLib {
 
    inline Real betaFunction(Real z, Real w) {
    return std::exp(GammaFunction().logValue(z) +
                    GammaFunction().logValue(w) -
                    GammaFunction().logValue(z+w));
    }
 
    Real betaContinuedFraction(Real a,
                               Real b,
                               Real x,
                               Real accuracy = 1e-16,
                               Integer maxIteration = 100);
 
 
    Real incompleteBetaFunction(Real a,
                                Real b,
                                Real x,
                                Real accuracy = 1e-16,
                                Integer maxIteration = 100);
 
}
 
 
#endif