bivariatecumulativenormaldistribution(3)

ql/math/distributions/bivariatenormaldistribution.hpp – bivariate cumulative normal distribution

Synopsis

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

Classes

class BivariateCumulativeNormalDistributionDr78
Cumulative bivariate normal distribution function.
class BivariateCumulativeNormalDistributionWe04DP
Cumulative bivariate normal distibution function (West 2004).

Typedefs

typedef BivariateCumulativeNormalDistributionWe04DP BivariateCumulativeNormalDistribution
default bivariate implementation

Detailed Description

bivariate cumulative normal distribution

Author

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