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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Inverse cumulative Student t-distribution. More...
#include <studenttdistribution.hpp>
Collaboration diagram for InverseCumulativeStudent:Public Member Functions | |
| InverseCumulativeStudent (Integer n, Real accuracy=1e-6, Size maxIterations=50) | |
| Real | operator() (Real x) const |
Private Attributes | |
| StudentDistribution | d_ |
| CumulativeStudentDistribution | f_ |
| Real | accuracy_ |
| Size | maxIterations_ |
Inverse cumulative Student t-distribution.
Definition at line 79 of file studenttdistribution.hpp.
| InverseCumulativeStudent | ( | Integer | n, |
| Real | accuracy = 1e-6, |
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| Size | maxIterations = 50 |
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| ) |
Definition at line 81 of file studenttdistribution.hpp.
Definition at line 44 of file studenttdistribution.cpp.
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private |
Definition at line 88 of file studenttdistribution.hpp.
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private |
Definition at line 89 of file studenttdistribution.hpp.
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private |
Definition at line 90 of file studenttdistribution.hpp.
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Definition at line 91 of file studenttdistribution.hpp.