QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
Loading...
Searching...
No Matches
Public Member Functions | Private Attributes | List of all members
GaussLaguerrePolynomial Class Reference

Gauss-Laguerre polynomial. More...

#include <ql/math/integrals/gaussianorthogonalpolynomial.hpp>

+ Inheritance diagram for GaussLaguerrePolynomial:
+ Collaboration diagram for GaussLaguerrePolynomial:

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_
 

Detailed Description

Gauss-Laguerre polynomial.

Definition at line 63 of file gaussianorthogonalpolynomial.hpp.

Constructor & Destructor Documentation

◆ GaussLaguerrePolynomial()

GaussLaguerrePolynomial ( Real  s = 0.0)
explicit

Definition at line 49 of file gaussianorthogonalpolynomial.cpp.

Member Function Documentation

◆ mu_0()

Real mu_0 ( ) const
overridevirtual

Implements GaussianOrthogonalPolynomial.

Definition at line 54 of file gaussianorthogonalpolynomial.cpp.

◆ alpha()

Real alpha ( Size  i) const
overridevirtual

Implements GaussianOrthogonalPolynomial.

Definition at line 58 of file gaussianorthogonalpolynomial.cpp.

◆ beta()

Real beta ( Size  i) const
overridevirtual

Implements GaussianOrthogonalPolynomial.

Definition at line 62 of file gaussianorthogonalpolynomial.cpp.

◆ w()

Real w ( Real  x) const
overridevirtual

Implements GaussianOrthogonalPolynomial.

Definition at line 66 of file gaussianorthogonalpolynomial.cpp.

Member Data Documentation

◆ s_

const Real s_
private

Definition at line 73 of file gaussianorthogonalpolynomial.hpp.