QuantLib_NormalDistribution man page
NormalDistribution — Normal distribution function.
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
Normal distribution function.
Given x, it returns its probability in a Gaussian normal distribution. It provides the first derivative too.
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.
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NormalDistribution(3) is an alias of QuantLib_NormalDistribution(3).