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
StudentDistribution Class Reference

Student t-distribution. More...

#include <studenttdistribution.hpp>

+ Collaboration diagram for StudentDistribution:

Public Member Functions

 StudentDistribution (Integer n)
 
Real operator() (Real x) const
 

Private Attributes

Integer n_
 

Detailed Description

Student t-distribution.

Probability density function for \( n \) degrees of freedom (see mathworld.wolfram.com or wikipedia.org):

\[ f(x) = \frac {\Gamma\left(\frac{n+1}{2}\right)} {\sqrt{n\pi} \, \Gamma\left(\frac{n}{2}\right)}\: \frac {1} {\left(1+\frac{x^2}{n}\right)^{(n+1)/2}} \]

Definition at line 42 of file studenttdistribution.hpp.

Constructor & Destructor Documentation

◆ StudentDistribution()

Definition at line 44 of file studenttdistribution.hpp.

Member Function Documentation

◆ operator()()

Real operator() ( Real  x) const

Definition at line 26 of file studenttdistribution.cpp.

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Member Data Documentation

◆ n_

Integer n_
private

Definition at line 49 of file studenttdistribution.hpp.