标题: 【NormalStandardCumDen】 [打印本页]

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作者: 龙听    时间: 2022-11-2 14:52     标题: 【NormalStandardCumDen】

1. [LegacyColorValue = TRUE];
   
2. 
   
3. Inputs: Price(numericsimple);
   
4. 
   
5. Variables: MyT(0), MyZ(0), Density(0), TwoPiRoot(2.506628275), p(.2316419), b1(.319381530),
   
6.                    b2(.356563782), b3(1.781477937), b4(1.821255978), b5(1.330274429);
   
7. 
   
8. MyT = 1/ (1 + p * AbsValue(Price));
   
9. MyZ = ExpValue(-Square( Price ) * .5)/ TwoPiRoot;
   
10. Density = 1 - MyZ * ((((( b5 * MyT - b4) * MyT + b3) * MyT - b2) * MyT + b1) * MyT ) ;
    
11. if Price < 0 then
    
12.   Density = 1- Density;
    
13.   NormalStandardCumDen = Density;

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