QuantLib: a free/open-source library for quantitative finance
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Public Member Functions | Public Attributes | Private Attributes | List of all members
NonCentralCumulativeChiSquareSankaranApprox Class Reference

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

+ Collaboration diagram for NonCentralCumulativeChiSquareSankaranApprox:

Public Member Functions

 NonCentralCumulativeChiSquareSankaranApprox (Real df, Real ncp)
 
Real operator() (Real x) const
 

Public Attributes

QL_DEPRECATED typedef Real argument_type
 
QL_DEPRECATED typedef Real result_type
 

Private Attributes

Real df_
 
Real ncp_
 

Detailed Description

Definition at line 74 of file chisquaredistribution.hpp.

Constructor & Destructor Documentation

◆ NonCentralCumulativeChiSquareSankaranApprox()

Definition at line 88 of file chisquaredistribution.hpp.

Member Function Documentation

◆ operator()()

Real operator() ( Real  x) const

Definition at line 93 of file chisquaredistribution.cpp.

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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 80 of file chisquaredistribution.hpp.

◆ result_type

QL_DEPRECATED typedef Real result_type
Deprecated:
Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 86 of file chisquaredistribution.hpp.

◆ df_

Real df_
private

Definition at line 92 of file chisquaredistribution.hpp.

◆ ncp_

Real ncp_
private

Definition at line 92 of file chisquaredistribution.hpp.