![]() QuantLib 0.3.9Getting startedReference manual |
GammaFunction Class Reference#include <ql/Math/gammadistribution.hpp>
Detailed DescriptionGamma function class.This is a function defined by
The implementation of the algorithm was inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 6
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