derivative (3) - Linux Man Pages
derivative: Normal distribution function.
QuantLib::NormalDistribution - Normal distribution function.
Public Member Functions
Normal distribution function.
Given x, it returns its probability in a Gaussian normal distribution. It provides the first derivative too.
- 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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