QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Gaussian quadrature defined by the moments of the distribution. More...
#include <ql/math/comparison.hpp>
#include <ql/math/integrals/gaussianorthogonalpolynomial.hpp>
#include <ql/errors.hpp>
#include <cmath>
#include <vector>
Go to the source code of this file.
Classes | |
class | MomentBasedGaussianPolynomial< mp_real > |
Namespaces | |
namespace | QuantLib |
Gaussian quadrature defined by the moments of the distribution.
Definition in file momentbasedgaussianpolynomial.hpp.