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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Maddock's cumulative normal distribution class. More...
#include <normaldistribution.hpp>
Collaboration diagram for MaddockCumulativeNormal:Public Member Functions | |
| MaddockCumulativeNormal (Real average=0.0, Real sigma=1.0) | |
| Real | operator() (Real x) const |
Private Attributes | |
| const Real | average_ |
| const Real | sigma_ |
Maddock's cumulative normal distribution class.
Definition at line 249 of file normaldistribution.hpp.
| MaddockCumulativeNormal | ( | Real | average = 0.0, |
| Real | sigma = 1.0 |
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| ) |
Definition at line 180 of file normaldistribution.cpp.
Definition at line 184 of file normaldistribution.cpp.
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private |
Definition at line 256 of file normaldistribution.hpp.
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private |
Definition at line 256 of file normaldistribution.hpp.