/usr/include/ql/math/errorfunction.hpp is in libquantlib0-dev 1.7.1-1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2003 Ferdinando Ametrano
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file errorfunction.hpp
\brief Error function
*/
#ifndef quantlib_error_function_h
#define quantlib_error_function_h
#include <ql/types.hpp>
#include <functional>
namespace QuantLib {
//! %Error function
/*! formula here ...
Used to calculate the cumulative normal distribution function
*/
class ErrorFunction : public std::unary_function<Real,Real> {
public:
ErrorFunction() {}
// function
Real operator()(Real x) const;
private:
static const Real tiny, one, erx, efx, efx8;
static const Real pp0, pp1,pp2,pp3,pp4;
static const Real qq1,qq2,qq3,qq4,qq5;
static const Real pa0,pa1,pa2,pa3,pa4,pa5,pa6;
static const Real qa1,qa2,qa3,qa4,qa5,qa6;
static const Real ra0,ra1,ra2,ra3,ra4,ra5,ra6,ra7;
static const Real sa1,sa2,sa3,sa4,sa5,sa6,sa7,sa8;
static const Real rb0,rb1,rb2,rb3,rb4,rb5,rb6;
static const Real sb1,sb2,sb3,sb4,sb5,sb6,sb7;
};
}
#endif
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