QuantLib: a free/open-source library for quantitative finance
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Public Member Functions | Private Attributes | Static Private Attributes | List of all members
GaussNonCentralChiSquaredPolynomial Class Reference

#include <ql/experimental/math/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< ext::function< Real(Real, Real)> > moments = {}
 

Detailed Description

Definition at line 32 of file gaussiannoncentralchisquaredpolynomial.hpp.

Constructor & Destructor Documentation

◆ GaussNonCentralChiSquaredPolynomial()

Definition at line 87 of file gaussiannoncentralchisquaredpolynomial.cpp.

Member Function Documentation

◆ w()

Real w ( Real  x) const
overridevirtual

◆ moment()

Real moment ( Size  i) const
overridevirtual

Member Data Documentation

◆ nu_

const Real nu_
private

Definition at line 41 of file gaussiannoncentralchisquaredpolynomial.hpp.

◆ lambda_

const Real lambda_
private

Definition at line 41 of file gaussiannoncentralchisquaredpolynomial.hpp.

◆ moments

std::vector< ext::function< Real(Real, Real)> > moments = {}
staticprivate

Definition at line 43 of file gaussiannoncentralchisquaredpolynomial.hpp.