stochasticcollocationinvcdf.hpp File Reference

#include <ql/math/distributions/normaldistribution.hpp>
#include <ql/math/interpolations/lagrangeinterpolation.hpp>
#include <ql/functional.hpp>

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Classes
class	StochasticCollocationInvCDF
	Stochastic collocation inverse cumulative distribution function. More...

Namespaces
namespace	QuantLib

Detailed Description

Stochastic collocation inverse cumulative distribution function

Definition in file stochasticcollocationinvcdf.hpp.