QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
Public Member Functions | List of all members
MaddockCumulativeNormal Class Reference

Maddock's cumulative normal distribution class. More...

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

Inherits unary_function< Real, Real >.

Public Member Functions

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

Detailed Description

Maddock's cumulative normal distribution class.