GammaFunction Class Reference

Gamma function class. More...

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

Public Member Functions
Real	value (Real x) const
Real	logValue (Real x) const

Detailed Description

Gamma function class.

This is a function defined by

\[ \Gamma(z) = \int_0^{\infty}t^{z-1}e^{-t}dt \]

The implementation of the algorithm was inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 6

Tests

the correctness of the returned value is tested by checking it against known good results.