1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
|
/*
Copyright (C) 2000, 2001, 2002 RiskMap srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it under the
terms of the QuantLib license. You should have received a copy of the
license along with this program; if not, please email ferdinando@ametrano.net
The license is also available online at http://quantlib.org/html/license.html
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
// $Id: Distributions.i,v 1.8 2002/01/16 14:50:51 nando Exp $
#ifndef quantlib_distributions_i
#define quantlib_distributions_i
%include Types.i
%{
using QuantLib::Math::NormalDistribution;
using QuantLib::Math::CumulativeNormalDistribution;
using QuantLib::Math::InvCumulativeNormalDistribution;
%}
class NormalDistribution {
public:
NormalDistribution(double average = 0.0, double sigma = 1.0);
~NormalDistribution();
double derivative(double x);
};
%addmethods NormalDistribution {
double __call__(double x) {
return (*self)(x);
}
}
class CumulativeNormalDistribution {
public:
CumulativeNormalDistribution(double average = 0.0, double sigma = 1.0);
~CumulativeNormalDistribution();
double derivative(double x);
};
%addmethods CumulativeNormalDistribution {
double __call__(double x) {
return (*self)(x);
}
}
class InvCumulativeNormalDistribution {
public:
InvCumulativeNormalDistribution(double average = 0.0, double sigma = 1.0);
~InvCumulativeNormalDistribution();
};
%addmethods InvCumulativeNormalDistribution {
double __call__(double x) {
return (*self)(x);
}
}
#endif
|
