ql/math/distributions/normaldistribution.hpp File Reference

normal, cumulative and inverse cumulative distributions More...

#include <ql/math/errorfunction.hpp>
#include <ql/errors.hpp>
Include dependency graph for normaldistribution.hpp:

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

Detailed Description

normal, cumulative and inverse cumulative distributions