QuantLib: C:/dev/QuantLib/ql/experimental/math/gaussiannoncentralchisquaredpolynomial.hpp File Reference

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QuantLib: a free/open-source library for quantitative finance

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non central chi squared polynomials for Gaussian quadratures More...

#include <ql/functional.hpp>
#include <ql/math/integrals/momentbasedgaussianpolynomial.hpp>

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Classes
class	GaussNonCentralChiSquaredPolynomial

Namespaces
namespace	QuantLib

Detailed Description

non central chi squared polynomials for Gaussian quadratures

Definition in file gaussiannoncentralchisquaredpolynomial.hpp.