CumulativeNormalDistribution Class Reference#include <ql/Math/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)
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Public Member Functions |
| CumulativeNormalDistribution (double average=0.0, double sigma=1.0) |
double | operator() (double x) const |
double | derivative (double x) const |
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