QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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InverseCumulativeStudent Class Reference

Inverse cumulative Student t-distribution. More...

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

Public Member Functions

 InverseCumulativeStudent (Integer n, Real accuracy=1e-6, Size maxIterations=50)
Real operator() (Real x) const

Detailed Description

Inverse cumulative Student t-distribution.