InverseCumulativeStudent Class Reference

Inverse cumulative Student t-distribution. More...

#include <ql/math/distributions/studenttdistribution.hpp>

Inherits std::unary_function< Real, Real >.

List of all members.

Public Member Functions

 InverseCumulativeStudent (Integer n, Real accuracy=1e-6, Size maxIterations=50)
Real operator() (Real x) const

Detailed Description

Inverse cumulative Student t-distribution.

Possible enhancements:
Find/implement an efficient algorithm for evaluating the cumulative Student t-distribution, replacing the Newton iteration