ql/Math/beta.hpp File Reference


Detailed Description

Beta and beta incomplete functions.

#include <ql/Math/gammadistribution.hpp>

Include dependency graph for beta.hpp:


Namespaces

namespace  QuantLib

Functions

Real QuantLib::betaFunction (Real z, Real w)
Real QuantLib::betaContinuedFraction (Real a, Real b, Real x, Real accuracy=1e-16, Integer maxIteration=100)
Real QuantLib::incompleteBetaFunction (Real a, Real b, Real x, Real accuracy=1e-16, Integer maxIteration=100)
 Incomplete Beta function.

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