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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_normal_distribution.html">NormalDistribution</a></div>
<h1>NormalDistribution Class Reference</h1><!-- doxytag: class="QuantLib::NormalDistribution" --><!-- doxytag: inherits="std::unary_function" --><code>#include <ql/Math/normaldistribution.hpp></code>
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<a href="class_quant_lib_1_1_normal_distribution-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Normal distribution function.
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Given x, it returns its probability in a Gaussian normal distribution. It provides the first derivative too.<p>
<dl compact><dt><b><a class="el" href="test.html#_test000039">Tests:</a></b></dt><dd>the correctness of the returned value is tested by checking it against numerical calculations. Cross-checks are also performed against the <a class="el" href="class_quant_lib_1_1_cumulative_normal_distribution.html">CumulativeNormalDistribution</a> and <a class="el" href="class_quant_lib_1_1_inverse_cumulative_normal.html">InverseCumulativeNormal</a> classes. </dd></dl>
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<table border="0" cellpadding="0" cellspacing="0">
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="212896c50065ce0cacb7062a3427398c"></a><!-- doxytag: member="QuantLib::NormalDistribution::NormalDistribution" ref="212896c50065ce0cacb7062a3427398c" args="(Real average=0.0, Real sigma=1.0)" -->
</td><td class="memItemRight" valign="bottom"><b>NormalDistribution</b> (Real average=0.0, Real sigma=1.0)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3a9a172e68da099a44c298bdbb2761d3"></a><!-- doxytag: member="QuantLib::NormalDistribution::operator()" ref="3a9a172e68da099a44c298bdbb2761d3" args="(Real x) const" -->
Real </td><td class="memItemRight" valign="bottom"><b>operator()</b> (Real x) const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="170914e356941c2a80f0a2e62f92843c"></a><!-- doxytag: member="QuantLib::NormalDistribution::derivative" ref="170914e356941c2a80f0a2e62f92843c" args="(Real x) const" -->
Real </td><td class="memItemRight" valign="bottom"><b>derivative</b> (Real x) const</td></tr>
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