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. |