InvCumulativeNormalDistribution (3) - Linux Manuals

InvCumulativeNormalDistribution: normal, cumulative and inverse cumulative distributions

NAME

ql/math/distributions/normaldistribution.hpp - normal, cumulative and inverse cumulative distributions

SYNOPSIS

#include <ql/math/errorfunction.hpp>
#include <ql/errors.hpp>

Classes

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

Typedefs

typedef NormalDistribution GaussianDistribution

typedef InverseCumulativeNormal InvCumulativeNormalDistribution

Detailed Description

normal, cumulative and inverse cumulative distributions

Author

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