- QuantLib
- StudentDistribution
Student t-distribution. More...
#include <ql/math/distributions/studenttdistribution.hpp>
Inherits unary_function< Real, Real >.
Public Member Functions | |
| StudentDistribution (Integer n) | |
| Real | operator() (Real x) const |
Student t-distribution.
Probability density function for
degrees of freedom (see mathworld.wolfram.com or wikipedia.org):