InverseCumulativeStudent Class Reference

Inverse cumulative Student t-distribution. More...

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

Collaboration diagram for InverseCumulativeStudent:

Public Member Functions
	InverseCumulativeStudent (Integer n, Real accuracy=1e-6, Size maxIterations=50)
Real	operator() (Real x) const

Public Attributes
QL_DEPRECATED typedef Real	argument_type
QL_DEPRECATED typedef Real	result_type

Private Attributes
StudentDistribution	d_
CumulativeStudentDistribution	f_
Real	accuracy_
Size	maxIterations_

Detailed Description

Inverse cumulative Student t-distribution.

Definition at line 103 of file studenttdistribution.hpp.

Constructor & Destructor Documentation

InverseCumulativeStudent()

InverseCumulativeStudent	(	Integer	n,
		Real	accuracy = 1e-6,
		Size	maxIterations = 50
	)

Definition at line 117 of file studenttdistribution.hpp.

Member Function Documentation

operator()()

Real operator()

(

Real

x

)

const

Definition at line 44 of file studenttdistribution.cpp.

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 109 of file studenttdistribution.hpp.

result_type

QL_DEPRECATED typedef Real result_type

Deprecated:

Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 115 of file studenttdistribution.hpp.

d_

StudentDistribution d_

private

Definition at line 124 of file studenttdistribution.hpp.

f_

CumulativeStudentDistribution f_

private

Definition at line 125 of file studenttdistribution.hpp.

accuracy_

Real accuracy_

private

Definition at line 126 of file studenttdistribution.hpp.

maxIterations_

Size maxIterations_

private

Definition at line 127 of file studenttdistribution.hpp.