modifiedbessel.cpp File Reference

modified Bessel functions of first and second kind More...

#include <ql/math/modifiedbessel.hpp>
#include <ql/math/distributions/gammadistribution.hpp>
#include <cmath>

Go to the source code of this file.

Namespaces
namespace	QuantLib

Functions
Real	modifiedBesselFunction_i (Real nu, Real x)
std::complex< Real >	modifiedBesselFunction_i (Real nu, const std::complex< Real > &z)
Real	modifiedBesselFunction_k (Real nu, Real x)
std::complex< Real >	modifiedBesselFunction_k (Real nu, const std::complex< Real > &z)
Real	modifiedBesselFunction_i_exponentiallyWeighted (Real nu, Real x)
std::complex< Real >	modifiedBesselFunction_i_exponentiallyWeighted (Real nu, const std::complex< Real > &z)
Real	modifiedBesselFunction_k_exponentiallyWeighted (Real nu, Real x)
std::complex< Real >	modifiedBesselFunction_k_exponentiallyWeighted (Real nu, const std::complex< Real > &z)

Detailed Description

modified Bessel functions of first and second kind

Definition in file modifiedbessel.cpp.