"ql/math/distributions/normaldistribution"

Index

Classes

Type aliases

Variables

Type aliases

GaussianDistribution

GaussianDistribution: NormalDistribution

InvCumulativeNormalDistribution

InvCumulativeNormalDistribution: InverseCumulativeNormal

Variables

Const _a0

_a0: Real = 2.50662823884

Const _a1

_a1: Real = -18.61500062529

Const _a2

_a2: Real = 41.39119773534

Const _a3

_a3: Real = -25.44106049637

Const _b0

_b0: Real = -8.47351093090

Const _b1

_b1: Real = 23.08336743743

Const _b2

_b2: Real = -21.06224101826

Const _b3

_b3: Real = 3.13082909833

Const _c0

_c0: Real = 0.3374754822726147

Const _c1

_c1: Real = 0.9761690190917186

Const _c2

_c2: Real = 0.1607979714918209

Const _c3

_c3: Real = 0.0276438810333863

Const _c4

_c4: Real = 0.0038405729373609

Const _c5

_c5: Real = 0.0003951896511919

Const _c6

_c6: Real = 0.0000321767881768

Const _c7

_c7: Real = 2.888167364e-7

Const _c8

_c8: Real = 3.960315187e-7

Const _x_high

_x_high: Real = 1.0 - _x_low

Const _x_low

_x_low: Real = 0.02425

Const a1_

a1_: Real = -3.969683028665376e+01

Const a2_

a2_: Real = 220.9460984245205

Const a3_

a3_: Real = -2.759285104469687e+02

Const a4_

a4_: Real = 138.357751867269

Const a5_

a5_: Real = -3.066479806614716e+01

Const a6_

a6_: Real = 2.506628277459239

Const b1_

b1_: Real = -5.447609879822406e+01

Const b2_

b2_: Real = 161.5858368580409

Const b3_

b3_: Real = -1.556989798598866e+02

Const b4_

b4_: Real = 66.80131188771972

Const b5_

b5_: Real = -1.328068155288572e+01

Const c1_

c1_: Real = -7.784894002430293e-03

Const c2_

c2_: Real = -3.223964580411365e-01

Const c3_

c3_: Real = -2.400758277161838e+00

Const c4_

c4_: Real = -2.549732539343734e+00

Const c5_

c5_: Real = 4.374664141464968

Const c6_

c6_: Real = 2.938163982698783

Const d1_

d1_: Real = 0.007784695709041462

Const d2_

d2_: Real = 0.3224671290700398

Const d3_

d3_: Real = 2.445134137142996

Const d4_

d4_: Real = 3.754408661907416