NormalDistribution Class Reference
#include <ql/math/distributions/normaldistribution.hpp>
Detailed Description
Normal distribution function.Given x, it returns its probability in a Gaussian normal distribution. It provides the first derivative too.
- Tests:
- the correctness of the returned value is tested by checking it against numerical calculations. Cross-checks are also performed against the CumulativeNormalDistribution and InverseCumulativeNormal classes.
Public Member Functions | |
NormalDistribution (Real average=0.0, Real sigma=1.0) | |
Real | operator() (Real x) const |
Real | derivative (Real x) const |