gaussiannoncentralchisquaredpolynomial.cpp File Reference

#include <ql/errors.hpp>
#include <ql/experimental/math/gaussiannoncentralchisquaredpolynomial.hpp>
#include <ql/functional.hpp>
#include <boost/preprocessor/iteration/local.hpp>
#include <boost/math/distributions/non_central_chi_squared.hpp>
#include <BOOST_PP_LOCAL_ITERATE()>

Go to the source code of this file.

Namespaces
namespace	QuantLib

Macros
#define	NM   28
#define	moment_(n, x)
#define	BOOST_PP_LOCAL_MACRO(n)    retVal[n] = ext::function<Real(Real, Real)>(f_##n);
#define	BOOST_PP_LOCAL_LIMITS   (0, (NM-1))

Macro Definition Documentation

NM

#define NM   28

Definition at line 33 of file gaussiannoncentralchisquaredpolynomial.cpp.

moment_

#define moment_	(		n,
			x
	)

Value:

          Real f_##n(Real _nu, Real _lambda) \
          {                                                          \
             const Real lambda(_lambda);                             \
             const Real nu(_nu);                                     \
                                                                     \
             return x;                                               \
          }

Definition at line 35 of file gaussiannoncentralchisquaredpolynomial.cpp.

BOOST_PP_LOCAL_MACRO

#define BOOST_PP_LOCAL_MACRO

(

n

)

retVal[n] = ext::function<Real(Real, Real)>(f_##n);

BOOST_PP_LOCAL_LIMITS

#define BOOST_PP_LOCAL_LIMITS   (0, (NM-1))