QuantLib: ql/math/distributions Directory Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

distributions Directory Reference

## Files
file | binomialdistribution.hpp
| Binomial distribution.
file | bivariatenormaldistribution.hpp
| bivariate cumulative normal distribution
file | bivariatestudenttdistribution.hpp
| Bivariate Student t-distribution.
file | chisquaredistribution.hpp
| Chi-square (central and non-central) distributions.
file | gammadistribution.hpp
| Gamma distribution.
file | normaldistribution.hpp
| normal, cumulative and inverse cumulative distributions
file | poissondistribution.hpp
| Poisson distribution.
file | studenttdistribution.hpp
| Student's t-distribution.