QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | List of all members
KernelFunction Class Referenceabstract

#include <kernelfunctions.hpp>

+ Inheritance diagram for KernelFunction:
+ Collaboration diagram for KernelFunction:

Public Member Functions

virtual ~KernelFunction ()=default
 
virtual Real operator() (Real x) const =0
 

Detailed Description

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.

Constructor & Destructor Documentation

◆ ~KernelFunction()

virtual ~KernelFunction ( )
virtualdefault

Member Function Documentation

◆ operator()()

virtual Real operator() ( Real  x) const
pure virtual

Implemented in GaussianKernel.