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

Classes

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

Typedefs

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

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