CumulativeNormalDistribution Class Reference

#include <normaldistribution.hpp>

List of all members.


Detailed Description

Cumulative normal distribution function.

Given x it provides an approximation to the integral of the gaussian normal distribution: formula here ...

For this implementation see M. Abramowitz and I. Stegun, Handbook of Mathematical Functions, Dover Publications, New York (1972)


Public Member Functions

 CumulativeNormalDistribution (double average=0.0, double sigma=1.0)
double operator() (double x) const
double derivative (double x) const


The documentation for this class was generated from the following files:

QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen