QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <kernelfunctions.hpp>
Public Member Functions | |
virtual | ~KernelFunction ()=default |
virtual Real | operator() (Real x) const =0 |
Kernel function in the statistical sense, e.g. a nonnegative, real-valued function which integrates to one and is symmetric.
Derived classes will serve as functors.
Definition at line 36 of file kernelfunctions.hpp.
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virtualdefault |
Implemented in GaussianKernel.