loxx

cndev

loxx Updated   
Library "cndev"
This function returns the inverse of cumulative normal distribution function
Reference:
The Full Monte, by Boris Moro, Union Bank of Switzerland . RISK 1995(2)

CNDEV(U)
  Returns the inverse of cumulative normal distribution function
  Parameters:
    U: float,
  Returns: float.
Release Notes:
v2

Corrected a small error.

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