/usr/include/ql/math/distributions/gammadistribution.hpp is in libquantlib0-dev 1.1-2build1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/*
Copyright (C) 2002, 2003 Sadruddin Rejeb
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file gammadistribution.hpp
\brief Gamma distribution
*/
#ifndef quantlib_math_gamma_distribution_h
#define quantlib_math_gamma_distribution_h
#include <ql/errors.hpp>
#include <ql/types.hpp>
#include <functional>
namespace QuantLib {
class GammaDistribution
: public std::unary_function<Real,Real> {
public:
GammaDistribution(Real a) : a_(a) {
QL_REQUIRE(a>0.0, "invalid parameter for gamma distribution");
}
Real operator()(Real x) const;
private:
Real a_;
};
//! Gamma function class
/*! This is a function defined by
\f[
\Gamma(z) = \int_0^{\infty}t^{z-1}e^{-t}dt
\f]
The implementation of the algorithm was inspired by
"Numerical Recipes in C", 2nd edition,
Press, Teukolsky, Vetterling, Flannery, chapter 6
\test the correctness of the returned value is tested by
checking it against known good results.
*/
class GammaFunction : public std::unary_function<Real,Real> {
public:
Real logValue(Real x) const;
private:
static const Real c1_, c2_, c3_, c4_, c5_, c6_;
};
}
#endif
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