normaldistribution.hpp File Reference

normal, cumulative and inverse cumulative distributions More...

#include <ql/math/errorfunction.hpp>
#include <ql/errors.hpp>

Go to the source code of this file.

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...
class	MaddockInverseCumulativeNormal
	Maddock's Inverse cumulative normal distribution class. More...
class	MaddockCumulativeNormal
	Maddock's cumulative normal distribution class. More...

Namespaces
namespace	QuantLib

Typedefs
typedef NormalDistribution	GaussianDistribution
typedef InverseCumulativeNormal	InvCumulativeNormalDistribution

Detailed Description

normal, cumulative and inverse cumulative distributions

Definition in file normaldistribution.hpp.