TOMS462 is a MATLAB library which evaluates the upper right tail of the bivariate normal distribution; that is, the probability that normal variables X and Y with correlation R will satisfy H <= X and K <= Y.
While the text of many ACM TOMS algorithms is available online through ACM: http://www.acm.org/pubs/calgo or NETLIB: http://www.netlib.org/toms/index.html, most of the early algorithms are not available. This is one of them. I typed it in.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
TOMS462 is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.
OWENS, a MATLAB library which evaluates Owen's T function.
PROB, a MATLAB library which contains a number of routines for evaluating cumulative distribution functions.
TEST_VALUES, a MATLAB library which supplies test values of various mathematical functions.
You can go up one level to the MATLAB source codes.