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Sourcecode: quantlib version File versions

bivariatenormaldistribution.hpp File Reference


Detailed Description

bivariate cumulative normal distribution

Definition in file bivariatenormaldistribution.hpp.

#include <ql/math/distributions/normaldistribution.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::BivariateCumulativeNormalDistributionDr78
 Cumulative bivariate normal distribution function. More...
class  QuantLib::BivariateCumulativeNormalDistributionWe04DP
 Cumulative bivariate normal distibution function (West 2004). More...

Typedefs

typedef
BivariateCumulativeNormalDistributionWe04DP 
QuantLib::BivariateCumulativeNormalDistribution
 default bivariate implementation


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