GammaFunction Class Reference
#include <ql/math/distributions/gammadistribution.hpp>
Detailed Description
Gamma function class.This is a function defined by
The implementation of the algorithm was inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 6
- Tests:
- the correctness of the returned value is tested by checking it against known good results.
Public Member Functions | |
Real | logValue (Real x) const |