Logo Search packages:      
Sourcecode: quantlib version File versions  Download package


Go to the documentation of this file.
/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2000, 2001, 2002, 2003 Sadruddin Rejeb

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

/*! \file chisquaredistribution.hpp
    \brief Chi-square (central and non-central) distributions

#ifndef quantlib_chi_square_distribution_hpp
#define quantlib_chi_square_distribution_hpp

#include <ql/types.hpp>
#include <functional>

namespace QuantLib {

    class ChiSquareDistribution : public std::unary_function<Real,Real> {
        ChiSquareDistribution(Real df) : df_(df) {}
        Real operator()(Real x) const;
        Real df_;

    class NonCentralChiSquareDistribution
    : public std::unary_function<Real,Real> {
        NonCentralChiSquareDistribution(Real df, Real ncp)
        : df_(df), ncp_(ncp) {}
        Real operator()(Real x) const;
        Real df_, ncp_;



Generated by  Doxygen 1.6.0   Back to index