org.jquantlib.math.distributions

Class NormalDistribution

java.lang.Object

org.jquantlib.math.distributions.NormalDistribution

All Implemented Interfaces:

Derivative, Ops.DoubleOp

Direct Known Subclasses:

CumulativeNormalDistribution, MoroInverseCumulativeNormal

public class NormalDistribution
extends java.lang.Object
implements Derivative

Provides the probability density function (pdf) of the (unit) normal distribution

See Also:

Normal Distribution

Constructor Summary

Constructors

Constructor and Description
NormalDistribution() Default constructor which assumes and .
NormalDistribution(double average) Default constructor which assumes .
NormalDistribution(double average, double sigma) Constructor which initializes and .

Method Summary

Modifier and Type	Method and Description
double	derivative(double x) Computes the derivation of the function; f(x)
double	op(double x)

Methods inherited from class java.lang.Object

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

Constructor Detail

NormalDistribution

public NormalDistribution()

Default constructor which assumes and .

NormalDistribution

public NormalDistribution(double average)

Default constructor which assumes .

Parameters:

average -

NormalDistribution

public NormalDistribution(double average,
                          double sigma)

Constructor which initializes and .

Parameters:

average -

sigma -

Method Detail

op

public double op(double x)

Computes the Normal distribution at point

Specified by:

op in interface Ops.DoubleOp

Parameters:

x -

Returns:

the Normal distribution at point

derivative

public double derivative(double x)

Computes the derivation of the function; f(x)

Calculates the first derivative of a Normal distribution at point

Specified by:

derivative in interface Derivative

Parameters:

x -

Returns:

the first derivative of a Normal distribution at point