File: normalDist.h

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// 	$Id: normalDist.h 962 2006-11-07 15:13:34Z privmane $	
#ifndef ___NORMAL_DIST
#define ___NORMAL_DIST

#include "definitions.h"


#define  A1  (-3.969683028665376e+01)
#define  A2   2.209460984245205e+02
#define  A3  (-2.759285104469687e+02)
#define  A4   1.383577518672690e+02
#define  A5  (-3.066479806614716e+01)
#define  A6   2.506628277459239e+00
#define  B1  (-5.447609879822406e+01)
#define  B2   1.615858368580409e+02
#define  B3  (-1.556989798598866e+02)
#define  B4   6.680131188771972e+01
#define  B5  (-1.328068155288572e+01)
#define  C1  (-7.784894002430293e-03)
#define  C2  (-3.223964580411365e-01)
#define  C3  (-2.400758277161838e+00)
#define  C4  (-2.549732539343734e+00)
#define  C5   4.374664141464968e+00
#define  C6   2.938163982698783e+00
#define  D1   7.784695709041462e-03
#define  D2   3.224671290700398e-01
#define  D3   2.445134137142996e+00
#define  D4   3.754408661907416e+00
#define P_LOW   0.02425
/* P_high = 1 - p_low*/
#define P_HIGH  0.97575

MDOUBLE Phi(MDOUBLE x);
MDOUBLE normsinv(MDOUBLE p);
#endif