# QuantLib_NormalDistribution man page

NormalDistribution — Normal distribution function.

## Synopsis

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

Inherits unary_function< Real, Real >.

### Public Member Functions

NormalDistribution(Realaverage=0.0,Realsigma=1.0)Real operator()(Realx) constReal derivative(Realx) 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 Sep 23 2016 Version 1.8.1 QuantLib