[ quantlib-Bugs-1021082 ] Error in InverseCumulativeNormal

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[ quantlib-Bugs-1021082 ] Error in InverseCumulativeNormal

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Bugs item #1021082, was opened at 2004-09-02 03:56
Message generated for change (Tracker Item Submitted) made by Item Submitter
You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1021082&group_id=12740

Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Nobody/Anonymous (nobody)
Summary: Error in InverseCumulativeNormal

Initial Comment:
I get wrong values when using the class
InverseCumulativeNormal. I was expecting the result to
be zero when I tried with a Uniform value of 0.5 but
received something completely different. Luckily
MoroInverseCumulativeNormal seems to work fine though...


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You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1021082&group_id=12740