
/*
 Copyright (C) 2002, 2003 Ferdinando Ametrano

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it under the
 terms of the QuantLib license.  You should have received a copy of the
 license along with this program; if not, please email ferdinando@ametrano.net
 The license is also available online at http://quantlib.org/html/license.html

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/
/*! \file mathf.hpp
    \brief math functions

    \fullpath
    ql/functions/%mathf.hpp
*/

// $Id: mathf.hpp,v 1.6.10.1 2002/12/31 18:40:50 nando Exp $

#ifndef quantlib_functions_math_h
#define quantlib_functions_math_h

#include <ql/Math/matrix.hpp>
#include <vector>

namespace QuantLib {

    namespace Functions {

        double interpolate(const std::vector<double>& x_values,
                           const std::vector<double>& y_values,
                           double x,
                           int interpolationType,
                           bool allowExtrapolation);

        double interpolate2D(const std::vector<double>& x_values,
                             const std::vector<double>& y_values,
                             const Math::Matrix& dataMatrix,
                             double x,
                             double y,
                             int interpolation2DType,
                             bool allowExtrapolation);



        double normDist(double x,
                        double mean = 0.0,
                        double standard_dev = 1.0,
                        bool cumulative = false);
        double normInv(double probability,
                       double mean = 0.0,
                       double standard_dev = 1.0);

    }

}


#endif
