QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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bivariatenormaldistribution.cpp File Reference
#include <ql/math/distributions/bivariatenormaldistribution.hpp>
#include <ql/math/integrals/gaussianquadratures.hpp>

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Namespaces

namespace  QuantLib
 

Variable Documentation

◆ hk_

Real hk_
private

Definition at line 128 of file bivariatenormaldistribution.cpp.

◆ asr_

Real asr_
private

Definition at line 128 of file bivariatenormaldistribution.cpp.

◆ hs_

Real hs_
private

Definition at line 128 of file bivariatenormaldistribution.cpp.

◆ a_

Real a_
private

Definition at line 149 of file bivariatenormaldistribution.cpp.

◆ c_

Real c_
private

Definition at line 149 of file bivariatenormaldistribution.cpp.

◆ d_

Real d_
private

Definition at line 149 of file bivariatenormaldistribution.cpp.

◆ bs_

Real bs_
private

Definition at line 149 of file bivariatenormaldistribution.cpp.