ql/math/beta.hpp File Reference


Detailed Description

Beta and beta incomplete functions.

#include <ql/math/distributions/gammadistribution.hpp>

Include dependency graph for beta.hpp:


Namespaces

namespace  QuantLib

Functions

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