QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Private Attributes | List of all members
InverseCumulativeStudent Class Reference

Inverse cumulative Student t-distribution. More...

#include <studenttdistribution.hpp>

+ Collaboration diagram for InverseCumulativeStudent:

Public Member Functions

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

Private Attributes

StudentDistribution d_
 
CumulativeStudentDistribution f_
 
Real accuracy_
 
Size maxIterations_
 

Detailed Description

Inverse cumulative Student t-distribution.

Definition at line 79 of file studenttdistribution.hpp.

Constructor & Destructor Documentation

◆ InverseCumulativeStudent()

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

Definition at line 81 of file studenttdistribution.hpp.

Member Function Documentation

◆ operator()()

Real operator() ( Real  x) const

Definition at line 44 of file studenttdistribution.cpp.

Member Data Documentation

◆ d_

StudentDistribution d_
private

Definition at line 88 of file studenttdistribution.hpp.

◆ f_

Definition at line 89 of file studenttdistribution.hpp.

◆ accuracy_

Real accuracy_
private

Definition at line 90 of file studenttdistribution.hpp.

◆ maxIterations_

Size maxIterations_
private

Definition at line 91 of file studenttdistribution.hpp.