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
NonCentralCumulativeChiSquareDistribution Class Reference

#include <chisquaredistribution.hpp>

+ Collaboration diagram for NonCentralCumulativeChiSquareDistribution:

Public Member Functions

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

Private Attributes

Real df_
 
Real ncp_
 

Detailed Description

Definition at line 41 of file chisquaredistribution.hpp.

Constructor & Destructor Documentation

◆ NonCentralCumulativeChiSquareDistribution()

Definition at line 43 of file chisquaredistribution.hpp.

Member Function Documentation

◆ operator()()

Real operator() ( Real  x) const

Definition at line 33 of file chisquaredistribution.cpp.

Member Data Documentation

◆ df_

Real df_
private

Definition at line 47 of file chisquaredistribution.hpp.

◆ ncp_

Real ncp_
private

Definition at line 47 of file chisquaredistribution.hpp.