quant::math Namespace Reference

Common mathematical utilities shared across engines. More...

Functions
double	inverse_normal_cdf (double p)

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

Detailed Description

Common mathematical utilities shared across engines.

Function Documentation

inverse_normal_cdf()

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

inline

Inverse standard normal CDF (Acklam/Moro style, high accuracy) p in (0,1). Returns +/- infinity at the bounds.

Variable Documentation

kZ95

constexpr double quant::math::kZ95 = 1.95996398454005423552

inlineconstexpr

95% two-sided normal quantile used for confidence intervals