http://quantlib.414.s1.nabble.com/Generating-gamma-distributed-random-variables-tp14008p14011.html
> Hi,
>
> there is an implementation of the gamma function and the incomplete gamma
> function in ql (be careful, "incomplete gamma function" seems to be defined
> differently at different places confusingly). With these it is easy to
> compute your pdf and cdf. The inverse cdf seems not to be available in ql. I
> implemented it using a numerical zero search. I am not sure if there are
> better ways to do this ?
>
> Peter
>
> Am 07.02.2013 14:52, schrieb Grześ Andruszkiewicz:
>>
>> Hi,
>>
>> Is the generation of gamma distributed random variables implemented in
>> QuantLib (e.g. the inverse cumulative function)? There is a
>> GammaDistribution class, but it might be only density...
>>
>> I can always use boost if the answer is negative.
>>
>> Cheers,
>> Grzegorz
>>
>>
>> ------------------------------------------------------------------------------
>> Free Next-Gen Firewall Hardware Offer
>> Buy your Sophos next-gen firewall before the end March 2013
>> and get the hardware for free! Learn more.
>>
http://p.sf.net/sfu/sophos-d2d-feb>> _______________________________________________
>> QuantLib-dev mailing list
>>
[hidden email]
>>
https://lists.sourceforge.net/lists/listinfo/quantlib-dev>
>