Class MaddockCumulativeNormal

Maddock's cumulative normal distribution class

Hierarchy

MaddockCumulativeNormal

Implements

UnaryFunction<Real, Real>

Index

Constructors

constructor

Properties

Methods

f

Constructors

constructor

new MaddockCumulativeNormal(average?: Real, sigma?: Real): MaddockCumulativeNormal

- Defined in ql/math/distributions/normaldistribution.ts:387
Parameters
- Default value average: Real = 0
- Default value sigma: Real = 1
Returns MaddockCumulativeNormal

Properties

Private _average

_average: Real = 0

Private _sigma

_sigma: Real = 1

Methods

f

f(x: Real): Real

- Defined in ql/math/distributions/normaldistribution.ts:397
Parameters
- x: Real
Returns Real