QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
momentbasedgaussianpolynomial.hpp File Reference

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
 

Detailed Description

Gaussian quadrature defined by the moments of the distribution.

Definition in file momentbasedgaussianpolynomial.hpp.