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

The man page NormalDistribution(3) is an alias of QuantLib_NormalDistribution(3).

Wed Aug 2 2017 Version 1.10 QuantLib