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normaldistribution.hpp File Reference


Detailed Description

normal, cumulative and inverse cumulative distributions

Definition in file normaldistribution.hpp.

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

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::CumulativeNormalDistribution
 Cumulative normal distribution function. More...
class  QuantLib::InverseCumulativeNormal
 Inverse cumulative normal distribution function. More...
class  QuantLib::MoroInverseCumulativeNormal
 Moro Inverse cumulative normal distribution class. More...
class  QuantLib::NormalDistribution
 Normal distribution function. More...

Typedefs

typedef NormalDistribution QuantLib::GaussianDistribution
typedef InverseCumulativeNormal QuantLib::InvCumulativeNormalDistribution


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