gammadistribution.hpp

/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
 
/*
 Copyright (C) 2002, 2003 Sadruddin Rejeb
 
 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_gamma_distribution_h
#define quantlib_math_gamma_distribution_h
 
#include <ql/errors.hpp>
#include <ql/types.hpp>
#include <functional>
 
namespace QuantLib {
 
    class CumulativeGammaDistribution {
      public:
        QL_DEPRECATED
        typedef Real argument_type;
 
        QL_DEPRECATED
        typedef Real result_type;
 
        CumulativeGammaDistribution(Real a) : a_(a) {
            QL_REQUIRE(a>0.0, "invalid parameter for gamma distribution");
        }
        Real operator()(Real x) const;
      private:
        Real a_;
    };
 
 
    class GammaFunction {
      public:
        QL_DEPRECATED
        typedef Real argument_type;
 
        QL_DEPRECATED
        typedef Real result_type;
 
        Real value(Real x) const;
        Real logValue(Real x) const;
      private:
        static const Real c1_, c2_, c3_, c4_, c5_, c6_;
    };
 
}
 
 
#endif