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