math.hpp File Reference

#include <cmath>
#include <limits>
#include <numbers>

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Namespaces
namespace	quant
	Barrier option primitives and configuration.
namespace	quant::math
	Common mathematical utilities shared across engines.

Functions
double	quant::math::inverse_normal_cdf (double p)

Variables
constexpr double	quant::math::kZ95 = 1.95996398454005423552
	95% two-sided normal quantile used for confidence intervals