QuantLib: GammaFunction Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

Public Types | Public Member Functions | List of all members
GammaFunction Class Reference

Gamma function class. More...

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

## Public Types
typedef Real | argument_type
typedef Real | result_type

## 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

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