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Public Member Functions | Private Attributes | Static Private Attributes

QuantLib::ErrorFunction Class Reference

Error function More...

#include <errorfunction.hpp>

Inheritance diagram for QuantLib::ErrorFunction:
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List of all members.

Public Member Functions

Real operator() (Real x) const

Private Attributes

static const Real efx = 1.28379167095512586316e-01
static const Real efx8 = 1.02703333676410069053e+00
static const Real erx = 8.45062911510467529297e-01
static const Real one = 1.00000000000000000000e+00
static const Real pa1 = 4.14856118683748331666e-01
static const Real pa2 = -3.72207876035701323847e-01
static const Real pa3 = 3.18346619901161753674e-01
static const Real pa4 = -1.10894694282396677476e-01
static const Real pa5 = 3.54783043256182359371e-02
static const Real pa6 = -2.16637559486879084300e-03
static const Real pp1 = -3.25042107247001499370e-01
static const Real pp2 = -2.84817495755985104766e-02
static const Real pp3 = -5.77027029648944159157e-03
static const Real pp4 = -2.37630166566501626084e-05
static const Real qa2 = 5.40397917702171048937e-01
static const Real qa3 = 7.18286544141962662868e-02
static const Real qa4 = 1.26171219808761642112e-01
static const Real qa5 = 1.36370839120290507362e-02
static const Real qa6 = 1.19844998467991074170e-02
static const Real qq2 = 6.50222499887672944485e-02
static const Real qq3 = 5.08130628187576562776e-03
static const Real qq4 = 1.32494738004321644526e-04
static const Real qq5 = -3.96022827877536812320e-06
static const Real ra1 = -6.93858572707181764372e-01
static const Real ra2 = -1.05586262253232909814e+01
static const Real ra3 = -6.23753324503260060396e+01
static const Real ra4 = -1.62396669462573470355e+02
static const Real ra5 = -1.84605092906711035994e+02
static const Real ra6 = -8.12874355063065934246e+01
static const Real ra7 = -9.81432934416914548592e+00
static const Real rb1 = -7.99283237680523006574e-01
static const Real rb2 = -1.77579549177547519889e+01
static const Real rb3 = -1.60636384855821916062e+02
static const Real rb4 = -6.37566443368389627722e+02
static const Real rb5 = -1.02509513161107724954e+03
static const Real rb6 = -4.83519191608651397019e+02
static const Real sa2 = 1.37657754143519042600e+02
static const Real sa3 = 4.34565877475229228821e+02
static const Real sa4 = 6.45387271733267880336e+02
static const Real sa5 = 4.29008140027567833386e+02
static const Real sa6 = 1.08635005541779435134e+02
static const Real sa7 = 6.57024977031928170135e+00
static const Real sa8 = -6.04244152148580987438e-02
static const Real sb2 = 3.25792512996573918826e+02
static const Real sb3 = 1.53672958608443695994e+03
static const Real sb4 = 3.19985821950859553908e+03
static const Real sb5 = 2.55305040643316442583e+03
static const Real sb6 = 4.74528541206955367215e+02
static const Real sb7 = -2.24409524465858183362e+01

Static Private Attributes

static const Real pa0 = -2.36211856075265944077e-03
static const Real pp0 = 1.28379167095512558561e-01
static const Real qa1 = 1.06420880400844228286e-01
static const Real qq1 = 3.97917223959155352819e-01
static const Real ra0 = -9.86494403484714822705e-03
static const Real rb0 = -9.86494292470009928597e-03
static const Real sa1 = 1.96512716674392571292e+01
static const Real sb1 = 3.03380607434824582924e+01
static const Real tiny = QL_EPSILON

Detailed Description

Error function

formula here ... Used to calculate the cumulative normal distribution function

Definition at line 36 of file errorfunction.hpp.


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

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