bivariateNormal.hpp
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Class implements Bivariate Normal Random Variable.
Definition: bivariateNormal.hpp:19
Definition: cadHoliday.cpp:3
static const double x_[]
Technical tables.
Definition: bivariateNormal.hpp:27
BivariateNormal(double rho)
Constructor.
Definition: bivariateNormal.cpp:28
static const double y_[]
Technical tables.
Definition: bivariateNormal.hpp:28
double operator()(double a, double b) const
calculates value of Probability Distribution Function
Definition: bivariateNormal.cpp:33