Normal distribution function. More...
#include <ql/math/distributions/normaldistribution.hpp>
Public Types | |
| typedef Real | argument_type |
| typedef Real | result_type |
Public Member Functions | |
| 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.