ASA066 is a C++ library which computes the cumulative density function of the standard normal distribution, by David Hill.
ASA066 is Applied Statistics Algorithm 66. Source code for many Applied Statistics Algorithms is available through STATLIB.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
ASA066 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.
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Original FORTRAN77 version by David Hill; C++ version by John Burkardt.
You can go up one level to the C++ source codes.