QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
Public Member Functions | List of all members
ErrorFunction Class Reference

Error function More...

#include <ql/math/errorfunction.hpp>

Inherits 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