QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Classes | Namespaces | Typedefs
bivariatenormaldistribution.hpp File Reference

bivariate cumulative normal distribution More...

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

Go to the source code of this file.

Classes

class  BivariateCumulativeNormalDistributionDr78
 Cumulative bivariate normal distribution function. More...
 
class  BivariateCumulativeNormalDistributionWe04DP
 Cumulative bivariate normal distibution function (West 2004) More...
 

Namespaces

namespace  QuantLib
 

Typedefs

typedef BivariateCumulativeNormalDistributionWe04DP BivariateCumulativeNormalDistribution
 default bivariate implementation More...
 

Detailed Description

bivariate cumulative normal distribution

Definition in file bivariatenormaldistribution.hpp.