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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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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. | |