ql/Math/incompletegamma.hpp File Reference


Detailed Description

Incomplete Gamma function.

#include <ql/errors.hpp>
#include <ql/types.hpp>
#include <functional>

Include dependency graph for incompletegamma.hpp:


Namespaces

namespace  QuantLib

Functions

Real QuantLib::incompleteGammaFunction (Real a, Real x, Real accuracy=1.0e-13, Integer maxIteration=100)
 Incomplete Gamma function.
Real QuantLib::incompleteGammaFunctionSeriesRepr (Real a, Real x, Real accuracy=1.0e-13, Integer maxIteration=100)
Real QuantLib::incompleteGammaFunctionContinuedFractionRepr (Real a, Real x, Real accuracy=1.0e-13, Integer maxIteration=100)