![]() QuantLib 0.3.9Getting startedReference manual |
CumulativeNormalDistribution Class Reference#include <ql/Math/normaldistribution.hpp>
Detailed DescriptionCumulative normal distribution function.Given x it provides an approximation to the integral of the gaussian normal distribution: formula here ... For this implementation see M. Abramowitz and I. Stegun, Handbook of Mathematical Functions, Dover Publications, New York (1972)
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