Examples of org.jquantlib.math.distributions.NormalDistribution.derivative()

Package org.jquantlib.math.distributions

Class org.jquantlib.math.distributions.NormalDistribution

Examples of org.jquantlib.math.distributions.NormalDistribution.derivative()

org.jquantlib.math.distributions.NormalDistribution.derivative()
{@inheritDoc}
Calculates the first derivative of a Normal distribution at point {@latex$ x } @param x @return the first derivative of a Normal distribution at point {@latex$ x }

        for(i = 0; i < x.size(); i++) {
            yi.set(i, cum.op(x.get(i)));
        }


        for (i=0; i < x.size(); i++) {
            yd.set(i, normal.derivative(x.get(i)));
        }


        // define the differential operators
        final DZero D = new DZero(N,h);
        final DPlusMinus D2 = new DPlusMinus(N,h);

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