Problem with "Standard Normal Distribution Function"

[artast@xxxx]

Hello Everybody,

I'd like to use Black_Schole Option Formula for my research in AB. 
But I have a problem to define the "Standard Normal Distribution 
Function". It is really a long time I am out of school.
Please can anybody help me?
Thanks in advance.

Regards,
artast

/*The Formula: I entered exact values from the example to check Call 
Fair Value. It should be 15.28. Source 
www.geocities.com/WallStreet/2529/bsopm.htm */

S = 100; //Stock Price for testing 
time = 0.5; //Time to expiry (days to expir/253 or days to exp/365
E = 90; //Strike
r = 0.1; //prevailing interest rate 
Q = 0.2; //Volatility
dd1 = (ln(S/E) + (r + Q*Q/2)*time)/(Q*sqrt(time));
dd2 = dd1 - Q*sqrt(time);
A = 0.33267; //koeficient
bb1 = 0.4361836; //koef
bb2 = -0.1201676; //koef
bb3 = 0.937298; //koef
k = 1/(1+ A*dd1);
pi = 3.141592654;

N = IIf(dd1>0, 1-(1/sqrt(2*pi))*exp((-dd1*dd1)/2) * ((bb1*k)+
(bb2*k*k) + (bb3*k*k*k)), IIf(dd1<0, dd2, 0.5)); //Standard Normal 
Distribution Function

Call = S*dd1 -E*exp(-r*time)*dd2; // B&S Formula for Call Option FV

Filter = 1;
AddColumn(C,"C",1.2);
AddColumn(Call,"CallFV",1.2);
AddColumn(N,"N",1.2);
AddColumn(dd1,"dd1",1.2);
AddColumn(dd2,"dd2",1.2);