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incompletegamma.hpp File Reference

Incomplete Gamma function. More...

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

Detailed Description

Incomplete Gamma function.

Definition in file incompletegamma.hpp.


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