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.