NormalDistribution Class Reference#include <ql/Math/normaldistribution.hpp>
List of all members.
Detailed Description
Normal distribution function.
formula here ... Given x it returns its probability in a Gaussian normal distribution. It provides the first derivative too.
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Public Member Functions |
| NormalDistribution (double average=0.0, double sigma=1.0) |
double | operator() (double x) const |
double | derivative (double x) const |
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