QuantLib_ErrorFunction

Langue: en

Autres versions - même langue

Version: 381464 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::ErrorFunction -

Error function

SYNOPSIS


#include <ql/math/errorfunction.hpp>

Inherits std::unary_function< Real, Real >.

Public Member Functions


Real operator() (Real x) const

Detailed Description

Error function

formula here ... Used to calculate the cumulative normal distribution function

Author

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