/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*

 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

 <https://www.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 CumulativeGammaDistribution {

      public:

        CumulativeGammaDistribution(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:

        Real value(Real x) const;

        Real logValue(Real x) const;

      private:

        static const Real c1_, c2_, c3_, c4_, c5_, c6_;

    };

}

#endif