Package com.walkfares.function.vollib
Class NormalDistribution
java.lang.Object
com.walkfares.function.vollib.NormalDistribution
public class NormalDistribution extends Object
-
Constructor Summary
Constructors Constructor Description NormalDistribution()
-
Method Summary
Modifier and Type Method Description static double
inverse_norm_cdf(double u)
static double
norm_cdf(double z)
static double
norm_pdf(double x)
-
Constructor Details
-
NormalDistribution
public NormalDistribution()
-
-
Method Details
-
norm_cdf
public static double norm_cdf(double z) -
inverse_norm_cdf
public static double inverse_norm_cdf(double u) -
norm_pdf
public static double norm_pdf(double x)
-