# QuantLib_MaddockInverseCumulativeNormal man page

MaddockInverseCumulativeNormal — Maddock's Inverse cumulative normal distribution class.

## Synopsis

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

Inherits unary_function< Real, Real >.

### Public Member Functions

MaddockInverseCumulativeNormal(Realaverage=0.0,Realsigma=1.0)Real operator()(Realx) const

## Detailed Description

Maddock's Inverse cumulative normal distribution class.

Given x between zero and one as the integral value of a gaussian normal distribution this class provides the value y such that formula here ...

From the boost documentation: These functions use a rational approximation devised by John Maddock to calculate an initial approximation to the result that is accurate to ~10^-19, then only if that has insufficient accuracy compared to the epsilon for type double, do we clean up the result using Halley iteration.

## Author

Generated automatically by Doxygen for QuantLib from the source code.

## Referenced By

MaddockInverseCumulativeNormal(3) is an alias of QuantLib_MaddockInverseCumulativeNormal(3).