# QuantLib_NormalDistribution man page

NormalDistribution — Normal distribution function.

## Synopsis

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

Inherits unary_function< Real, Real >.

### Public Member Functions

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

## Detailed Description

Normal distribution function.

Given x, it returns its probability in a Gaussian normal distribution. It provides the first derivative too.

**Tests**the correctness of the returned value is tested by checking it against numerical calculations. Cross-checks are also performed against the

**CumulativeNormalDistribution**and**InverseCumulativeNormal**classes.

## Author

Generated automatically by Doxygen for QuantLib from the source code.

## Referenced By

NormalDistribution(3) is an alias of QuantLib_NormalDistribution(3).

Fri Jun 2 2017 Version 1.10 QuantLib