org.jquantlib.math.distributions

Class MoroInverseCumulativeNormal

java.lang.Object

org.jquantlib.math.distributions.NormalDistribution

org.jquantlib.math.distributions.MoroInverseCumulativeNormal

All Implemented Interfaces:

Derivative, Ops.DoubleOp

public class MoroInverseCumulativeNormal
extends NormalDistribution
implements Ops.DoubleOp

Constructor Summary

Constructors

Constructor and Description
MoroInverseCumulativeNormal()
MoroInverseCumulativeNormal(double average, double sigma)

Method Summary

Modifier and Type	Method and Description
double	op(double x)

Methods inherited from class org.jquantlib.math.distributions.NormalDistribution

derivative

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

MoroInverseCumulativeNormal

public MoroInverseCumulativeNormal()

MoroInverseCumulativeNormal

public MoroInverseCumulativeNormal(double average,
                                   double sigma)

Method Detail

op

public double op(double x)

Description copied from class: NormalDistribution

Computes the Normal distribution at point

Specified by:

op in interface Ops.DoubleOp

Overrides:

op in class NormalDistribution

Returns:

the Normal distribution at point