# QuantLib_MoroInverseCumulativeNormal man page

MoroInverseCumulativeNormal — Moro Inverse cumulative normal distribution class.

## Synopsis

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

Inherits unary_function< Real, Real >.

### Public Member Functions

**MoroInverseCumulativeNormal** (**Real** average=0.0, **Real** sigma=1.0)**Real operator()** (**Real** x) const

## Detailed Description

Moro 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 ...

It uses Beasly and Springer approximation, with an improved approximation for the tails. See Boris Moro, 'The Full Monte', 1995, Risk Magazine.

This class can also be used to generate a gaussian normal distribution from a uniform distribution. This is especially useful when a gaussian normal distribution is generated from a low discrepancy uniform distribution: in this case the traditional Box-Muller approach and its variants would not preserve the sequence's low-discrepancy.

Peter J. Acklam's approximation is better and is available as **QuantLib::InverseCumulativeNormal**

## Author

Generated automatically by Doxygen for QuantLib from the source code.

## Referenced By

The man page MoroInverseCumulativeNormal(3) is an alias of QuantLib_MoroInverseCumulativeNormal(3).