QuantLib: ErrorFunction Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

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