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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_gamma_function.html">GammaFunction</a></li> </ul>
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<a href="#pub-types">Public Types</a> |
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<div class="title">GammaFunction Class Reference</div> </div>
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<p>Gamma function class.
<a href="class_quant_lib_1_1_gamma_function.html#details">More...</a></p>
<p><code>#include <ql/math/distributions/gammadistribution.hpp></code></p>
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Public Types</h2></td></tr>
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typedef <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>argument_type</b></td></tr>
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typedef <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>result_type</b></td></tr>
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<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>value</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x) const</td></tr>
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<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>logValue</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x) const</td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Gamma function class. </p>
<p>This is a function defined by </p><p class="formulaDsp">
\[ \Gamma(z) = \int_0^{\infty}t^{z-1}e^{-t}dt \]
</p>
<p>The implementation of the algorithm was inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 6</p>
<dl class="test"><dt><b><a class="el" href="test.html#_test000037">Tests:</a></b></dt><dd>the correctness of the returned value is tested by checking it against known good results. </dd></dl>
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