ql/math/distributions/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 | GaussianDistribution |
typedef InverseCumulativeNormal | InvCumulativeNormalDistribution |