QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
Maddock's cumulative normal distribution class. More...
#include <normaldistribution.hpp>
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_ |
Maddock's cumulative normal distribution class.
Definition at line 249 of file normaldistribution.hpp.
MaddockCumulativeNormal | ( | Real | average = 0.0 , |
Real | sigma = 1.0 |
||
) |
Definition at line 180 of file normaldistribution.cpp.
Definition at line 184 of file normaldistribution.cpp.
|
private |
Definition at line 256 of file normaldistribution.hpp.
|
private |
Definition at line 256 of file normaldistribution.hpp.