QuantLib_ErrorFunction man page

ErrorFunction — Error function

Synopsis

#include <ql/math/errorfunction.hpp>

Inherits unary_function< Real, Real >.

Public Member Functions

Real operator() (Real x) const

Detailed Description

Error function

formula here ... Used to calculate the cumulative normal distribution function

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Sep 23 2016 Version 1.8.1 QuantLib