QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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MaddockCumulativeNormal Class Reference

Maddock's cumulative normal distribution class. More...

#include <ql/math/distributions/normaldistribution.hpp>

Public Member Functions

 MaddockCumulativeNormal (Real average=0.0, Real sigma=1.0)
Real operator() (Real x) const

Detailed Description

Maddock's cumulative normal distribution class.