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External module "ql/math/beta"

Index

Functions

betaContinuedFraction

  • Parameters

    Returns Real

betaFunction

  • Parameters

    Returns Real

incompleteBetaFunction

  • Incomplete Beta function

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

    Parameters

    Returns Real