statistical functions in c++

[studentffm]

Hello,

In regard to my master thesis I must implement an option pricing model by means of c++. I was looking for statistical functions which can help me but I could not find (e.g. a function which returns the cumulative normal distribution)

I thing it must be something like cmath but for other functions :) Or is there my be a header file which can be downloaded? (I was also looking for this but without result)

10x for any assistance

[jsmith]

Well, you can try googling for a library, otherwise you have to write them yourself. They do not come as part
of the standard libraries.

[BettyBoopTS]

I came across this a while back, the functions are very few, I dont know if it will help or not but I'll post just in case:
http://cplusplus.com/reference/std/numeric/

[chrisname]

I wish people would stop thinking that downloading a header file automatically gives them code...

A header file just gives you the references and structures and macros required to know how to call a function. The .o, .lib, .a or .so (or maybe .dll) files that come in your compiler's lib/ folder (presumably) actually contained the code.

You can't just download a header file and everything is great. You need the object files.