GammaFunction Class Reference
Gamma function class. More...
#include <ql/math/distributions/gammadistribution.hpp>
Inherits std::unary_function< Real, Real >.
Public Member Functions | |
Real | logValue (Real x) const |
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.