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/*
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
Copyright (C) 2003 StatPro Italia srl
Copyright (C) 2005 Dominic Thuillier
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 quantlib-dev@lists.sf.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.
*/
#ifndef quantlib_distributions_i
#define quantlib_distributions_i
%{
using QuantLib::NormalDistribution;
using QuantLib::CumulativeNormalDistribution;
using QuantLib::MoroInverseCumulativeNormal;
using QuantLib::InverseCumulativeNormal;
%}
class NormalDistribution {
#if defined(SWIGMZSCHEME) || defined(SWIGGUILE) \
|| defined(SWIGCSHARP) || defined(SWIGPERL)
%rename(call) operator();
#endif
public:
NormalDistribution(Real average = 0.0, Real sigma = 1.0);
Real operator()(Real x);
Real derivative(Real x);
};
class CumulativeNormalDistribution {
#if defined(SWIGMZSCHEME) || defined(SWIGGUILE) \
|| defined(SWIGCSHARP) || defined(SWIGPERL)
%rename(call) operator();
#endif
public:
CumulativeNormalDistribution(Real average = 0.0, Real sigma = 1.0);
Real operator()(Real x);
Real derivative(Real x);
};
class InverseCumulativeNormal {
#if defined(SWIGMZSCHEME) || defined(SWIGGUILE) \
|| defined(SWIGCSHARP) || defined(SWIGPERL)
%rename(call) operator();
#endif
public:
InverseCumulativeNormal(Real average = 0.0, Real sigma = 1.0);
Real operator()(Real x);
};
class MoroInverseCumulativeNormal {
#if defined(SWIGMZSCHEME) || defined(SWIGGUILE) \
|| defined(SWIGCSHARP) || defined(SWIGPERL)
%rename(call) operator();
#endif
public:
MoroInverseCumulativeNormal(Real average = 0.0, Real sigma = 1.0);
Real operator()(Real x);
};
#endif
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