QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Gauss-Laguerre polynomial. More...
#include <gaussianorthogonalpolynomial.hpp>
Public Member Functions | |
GaussLaguerrePolynomial (Real s=0.0) | |
Real | mu_0 () const override |
Real | alpha (Size i) const override |
Real | beta (Size i) const override |
Real | w (Real x) const override |
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 | s_ |
Gauss-Laguerre polynomial.
Definition at line 63 of file gaussianorthogonalpolynomial.hpp.
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explicit |
Definition at line 49 of file gaussianorthogonalpolynomial.cpp.
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overridevirtual |
Implements GaussianOrthogonalPolynomial.
Definition at line 54 of file gaussianorthogonalpolynomial.cpp.
Implements GaussianOrthogonalPolynomial.
Definition at line 58 of file gaussianorthogonalpolynomial.cpp.
Implements GaussianOrthogonalPolynomial.
Definition at line 62 of file gaussianorthogonalpolynomial.cpp.
Implements GaussianOrthogonalPolynomial.
Definition at line 66 of file gaussianorthogonalpolynomial.cpp.
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private |
Definition at line 73 of file gaussianorthogonalpolynomial.hpp.