QuantLib_NormalDistribution (3) - Linux Manuals

QuantLib_NormalDistribution: Normal distribution function.

Command to display QuantLib_NormalDistribution manual in Linux: $ man 3 QuantLib_NormalDistribution

QuantLib::NormalDistribution - Normal distribution function.

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

Inherits std::unary_function<Real,Real>.

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

Real operator() (Real x) const

Real derivative (Real x) const

Normal distribution function.

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

Tests

: the correctness of the returned value is tested by checking it against numerical calculations. Cross-checks are also performed against the CumulativeNormalDistribution and InverseCumulativeNormal classes.

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