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:
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Namespaces |
namespace | QuantLib |
Functions |
Real | incompleteGammaFunction (Real a, Real x, Real accuracy=1.0e-13, Integer maxIteration=100) |
| Incomplete Gamma function.
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Real | incompleteGammaFunctionSeriesRepr (Real a, Real x, Real accuracy=1.0e-13, Integer maxIteration=100) |
Real | incompleteGammaFunctionContinuedFractionRepr (Real a, Real x, Real accuracy=1.0e-13, Integer maxIteration=100) |
Function Documentation
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Incomplete Gamma function.
Incomplete Gamma function
The implementation of the algorithm was inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 6 |
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