ql/math/distributions/bivariatenormaldistribution.hpp File Reference
Detailed Description
bivariate cumulative normal distribution
#include <ql/math/distributions/normaldistribution.hpp>
Include dependency graph for bivariatenormaldistribution.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | BivariateCumulativeNormalDistributionDr78 |
| Cumulative bivariate normal distribution function. More... | |
| class | BivariateCumulativeNormalDistributionWe04DP |
| Cumulative bivariate normal distibution function (West 2004). More... | |
Typedefs | |
|
typedef BivariateCumulativeNormalDistributionWe04DP | BivariateCumulativeNormalDistribution |
| default bivariate implementation | |