CumulativeStudentDistribution Class Reference
Cumulative Student t-distribution. More...
#include <ql/math/distributions/studenttdistribution.hpp>
Inherits std::unary_function< Real, Real >.
Public Member Functions | |
CumulativeStudentDistribution (Integer n) | |
Real | operator() (Real x) const |
Detailed Description
Cumulative Student t-distribution.
Cumulative distribution function for degrees of freedom (see mathworld.wolfram.com):
where is the regularized incomplete beta function.