QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Files | |
file | binomialdistribution.hpp [code] |
Binomial distribution. | |
file | bivariatenormaldistribution.cpp [code] |
file | bivariatenormaldistribution.hpp [code] |
bivariate cumulative normal distribution | |
file | bivariatestudenttdistribution.cpp [code] |
file | bivariatestudenttdistribution.hpp [code] |
Bivariate Student t-distribution. | |
file | chisquaredistribution.cpp [code] |
file | chisquaredistribution.hpp [code] |
Chi-square (central and non-central) distributions. | |
file | gammadistribution.cpp [code] |
file | gammadistribution.hpp [code] |
Gamma distribution. | |
file | normaldistribution.cpp [code] |
file | normaldistribution.hpp [code] |
normal, cumulative and inverse cumulative distributions | |
file | poissondistribution.hpp [code] |
Poisson distribution. | |
file | studenttdistribution.cpp [code] |
file | studenttdistribution.hpp [code] |
Student's t-distribution. | |