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Sourcecode: quantlib version File versions

beta.hpp File Reference


Detailed Description

Beta and beta incomplete functions.

Definition in file beta.hpp.

#include <ql/math/distributions/gammadistribution.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Functions

Real QuantLib::betaContinuedFraction (Real a, Real b, Real x, Real accuracy, Integer maxIteration)
Real QuantLib::betaFunction (Real z, Real w)
Real QuantLib::incompleteBetaFunction (Real a, Real b, Real x, Real accuracy=1e-16, Integer maxIteration=100)
 Incomplete Beta function.


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