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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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#include <gaussiannoncentralchisquaredpolynomial.hpp>
Inheritance diagram for GaussNonCentralChiSquaredPolynomial:
Collaboration diagram for GaussNonCentralChiSquaredPolynomial:Public Member Functions | |
| GaussNonCentralChiSquaredPolynomial (Real nu, Real lambda) | |
| Real | w (Real x) const override |
| Real | moment (Size i) const override |
Public Member Functions inherited from MomentBasedGaussianPolynomial< Real > | |
| MomentBasedGaussianPolynomial () | |
| Real | mu_0 () const override |
| Real | mu_0 () const |
| Real | alpha (Size i) const override |
| Real | alpha (Size u) const |
| Real | beta (Size i) const override |
| Real | beta (Size u) const |
| virtual Real | moment (Size i) const=0 |
Public Member Functions inherited from GaussianOrthogonalPolynomial | |
| virtual | ~GaussianOrthogonalPolynomial ()=default |
| virtual Real | mu_0 () const =0 |
| virtual Real | alpha (Size i) const =0 |
| virtual Real | beta (Size i) const =0 |
| virtual Real | w (Real x) const =0 |
| Real | value (Size i, Real x) const |
| Real | weightedValue (Size i, Real x) const |
Private Attributes | |
| const Real | nu_ |
| const Real | lambda_ |
Static Private Attributes | |
| static std::vector< std::function< Real(Real, Real)> > | moments = {} |
Definition at line 32 of file gaussiannoncentralchisquaredpolynomial.hpp.
| GaussNonCentralChiSquaredPolynomial | ( | Real | nu, |
| Real | lambda | ||
| ) |
Definition at line 87 of file gaussiannoncentralchisquaredpolynomial.cpp.
Implements GaussianOrthogonalPolynomial.
Definition at line 101 of file gaussiannoncentralchisquaredpolynomial.cpp.
Implements MomentBasedGaussianPolynomial< Real >.
Definition at line 95 of file gaussiannoncentralchisquaredpolynomial.cpp.
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private |
Definition at line 41 of file gaussiannoncentralchisquaredpolynomial.hpp.
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private |
Definition at line 41 of file gaussiannoncentralchisquaredpolynomial.hpp.
Definition at line 43 of file gaussiannoncentralchisquaredpolynomial.hpp.