ql/Math/normaldistribution.hpp File Reference


Detailed Description

normal, cumulative and inverse cumulative distributions

#include <ql/Math/errorfunction.hpp>
#include <ql/errors.hpp>

Include dependency graph for normaldistribution.hpp:


Namespaces

namespace  QuantLib

Typedefs

typedef NormalDistribution GaussianDistribution
typedef InverseCumulativeNormal InvCumulativeNormalDistribution

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