QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Private Attributes | List of all members
MaddockCumulativeNormal Class Reference

Maddock's cumulative normal distribution class. More...

#include <normaldistribution.hpp>

+ Collaboration diagram for MaddockCumulativeNormal:

Public Member Functions

 MaddockCumulativeNormal (Real average=0.0, Real sigma=1.0)
 
Real operator() (Real x) const
 

Private Attributes

const Real average_
 
const Real sigma_
 

Detailed Description

Maddock's cumulative normal distribution class.

Definition at line 249 of file normaldistribution.hpp.

Constructor & Destructor Documentation

◆ MaddockCumulativeNormal()

MaddockCumulativeNormal ( Real  average = 0.0,
Real  sigma = 1.0 
)

Definition at line 180 of file normaldistribution.cpp.

Member Function Documentation

◆ operator()()

Real operator() ( Real  x) const

Definition at line 184 of file normaldistribution.cpp.

Member Data Documentation

◆ average_

const Real average_
private

Definition at line 256 of file normaldistribution.hpp.

◆ sigma_

const Real sigma_
private

Definition at line 256 of file normaldistribution.hpp.