QuantLib_GammaFunction man page

GammaFunction — Gamma function class.


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

Inherits unary_function< Real, Real >.

Public Member Functions

Real value (Real x) const

Real logValue (Real x) const

Detailed Description

Gamma function class.

This is a function defined by [ Gamma(z) = int_0^{infty}t^{z-1}e^{-t}dt ]

The implementation of the algorithm was inspired by 'Numerical Recipes in C', 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 6


the correctness of the returned value is tested by checking it against known good results.


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Referenced By

logValue(3) is an alias of QuantLib_GammaFunction(3).

QuantLib Version 1.8.1 Fri Sep 23 2016