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