bivariatenormaldistribution.hpp

Langue: en

Autres versions - même langue

Version: 376241 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/math/distributions/bivariatenormaldistribution.hpp -

bivariate cumulative normal distribution

SYNOPSIS


#include <ql/math/distributions/normaldistribution.hpp>

Classes


class BivariateCumulativeNormalDistributionDr78
Cumulative bivariate normal distribution function.
class BivariateCumulativeNormalDistributionWe04DP
Cumulative bivariate normal distibution function (West 2004).

Typedefs


typedef BivariateCumulativeNormalDistributionWe04DP BivariateCumulativeNormalDistribution
default bivariate implementation

Detailed Description

bivariate cumulative normal distribution

Author

Generated automatically by Doxygen for QuantLib from the source code.