[Quantlib-dev] erf and inverse erf

[Keith A. L. <ka...@ka...>]

Here is a link to high precision routines by T. Ooura for these functions:
http://xllbms.codeplex.com/SourceControl/changeset/view/9909#143295.

 

And some not so high precision routines:
http://xllbms.codeplex.com/SourceControl/changeset/view/9909#143299.

 

kal