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bivariatenormaldistribution.hpp
Langue: en
Version: 376241 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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
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