QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
Public Member Functions | List of all members
InverseCumulativeStudent Class Reference

Inverse cumulative Student t-distribution. More...

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

Inherits unary_function< Real, Real >.

Public Member Functions

 InverseCumulativeStudent (Integer n, Real accuracy=1e-6, Size maxIterations=50)
 
Real operator() (Real x) const
 

Detailed Description

Inverse cumulative Student t-distribution.