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Sourcecode: quantlib version File versions

incompletegamma.hpp File Reference


Detailed Description

Incomplete Gamma function.

Definition in file incompletegamma.hpp.

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

Go to the source code of this file.

Namespaces

namespace  QuantLib

Functions

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


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