QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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normal, cumulative and inverse cumulative distributions More...
Go to the source code of this file.
Classes | |
class | NormalDistribution |
Normal distribution function. More... | |
class | CumulativeNormalDistribution |
Cumulative normal distribution function. More... | |
class | InverseCumulativeNormal |
Inverse cumulative normal distribution function. More... | |
class | MoroInverseCumulativeNormal |
Moro Inverse cumulative normal distribution class. More... | |
class | MaddockInverseCumulativeNormal |
Maddock's Inverse cumulative normal distribution class. More... | |
class | MaddockCumulativeNormal |
Maddock's cumulative normal distribution class. More... | |
Namespaces | |
namespace | QuantLib |
Typedefs | |
typedef NormalDistribution | GaussianDistribution |
typedef InverseCumulativeNormal | InvCumulativeNormalDistribution |
normal, cumulative and inverse cumulative distributions
Definition in file normaldistribution.hpp.