normal, cumulative and inverse cumulative distributions More...
Classes | |
class | NormalDistribution |
Normal distribution function. More... | |
class | CumulativeNormalDistribution |
Cumulative normal distribution function. More... | |
class | InverseCumulativeNormal |
Inverse cumulative normal distribution function. More... | |
class | MoroInverseCumulativeNormal |
Moro Inverse cumulative normal distribution class. More... | |
Namespaces | |
namespace | QuantLib |
Typedefs | |
typedef NormalDistribution | GaussianDistribution |
typedef InverseCumulativeNormal | InvCumulativeNormalDistribution |
normal, cumulative and inverse cumulative distributions