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Hello,I need to compute the Phi = cumulative standard normal distribution in Java. I need for Black-Scholes.Somebody know: what is the forward zero curve? (for rating category)

The so called Hart method works well for the cumulative normal distribution. I do not know of a version in Java but it should not be difficult to take the VBA version of Cumnorm by Graeme West (for example) and translate it to the language of your choice. Another well known method is Abramovitz and Stegun, also widely implemented, and if I recall correctly printed in the Hull Derivatives book.When asking two questions please post them separately.

Thank you a lot!

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