NormalDistribution Class Reference

#include <ql/Math/normaldistribution.hpp>

List of all members.


Detailed Description

Normal distribution function.

formula here ... Given x it returns its probability in a Gaussian normal distribution. It provides the first derivative too.


Public Member Functions

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


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