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Public Member Functions | Private Attributes | List of all members
BivariateCumulativeStudentDistribution Class Reference

Cumulative Student t-distribution. More...

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

+ Collaboration diagram for BivariateCumulativeStudentDistribution:

Public Member Functions

 BivariateCumulativeStudentDistribution (Natural n, Real rho)
 
Real operator() (Real x, Real y) const
 

Private Attributes

Natural n_
 
Real rho_
 

Detailed Description

Cumulative Student t-distribution.

Implemented following the formulas from Dunnett, C.W. and Sobel, M. (1954). A bivariate generalization of Student t-distribution with tables for certain special cases. Biometrika 41, 153–169.

Definition at line 39 of file bivariatestudenttdistribution.hpp.

Constructor & Destructor Documentation

◆ BivariateCumulativeStudentDistribution()

Parameters
ndegrees of freedom
rhocorrelation

Definition at line 162 of file bivariatestudenttdistribution.cpp.

Member Function Documentation

◆ operator()()

Real operator() ( Real  x,
Real  y 
) const

Definition at line 167 of file bivariatestudenttdistribution.cpp.

Member Data Documentation

◆ n_

Natural n_
private

Definition at line 48 of file bivariatestudenttdistribution.hpp.

◆ rho_

Real rho_
private

Definition at line 49 of file bivariatestudenttdistribution.hpp.