ql/math/distributions/bivariatenormaldistribution.hpp File Reference


Detailed Description

bivariate cumulative normal distribution

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

Include dependency graph for bivariatenormaldistribution.hpp:


Namespaces

namespace  QuantLib

Classes

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

Typedefs

typedef BivariateCumulativeNormalDistributionWe04DP BivariateCumulativeNormalDistribution
 default bivariate implementation