QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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distributions Directory Reference

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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.