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 |