GaussianKernel Class Reference

Gaussian kernel function. More...

#include <ql/math/kernelfunctions.hpp>

Inheritance diagram for GaussianKernel:

Collaboration diagram for GaussianKernel:

Public Member Functions
	GaussianKernel (Real average, Real sigma)
Real	operator() (Real x) const override
Real	derivative (Real x) const
Real	primitive (Real x) const
Public Member Functions inherited from KernelFunction
virtual	~KernelFunction ()=default
virtual Real	operator() (Real x) const =0

Private Attributes
NormalDistribution	nd_
CumulativeNormalDistribution	cnd_
Real	normFact_

Detailed Description

Gaussian kernel function.

Definition at line 44 of file kernelfunctions.hpp.

Constructor & Destructor Documentation

GaussianKernel()

GaussianKernel	(	Real	average,
		Real	sigma
	)

Definition at line 46 of file kernelfunctions.hpp.

Member Function Documentation

operator()()

Real operator() ( Real  x ) const

overridevirtual

Implements KernelFunction.

Definition at line 50 of file kernelfunctions.hpp.

derivative()

Real derivative

(

Real

x

)

const

Definition at line 52 of file kernelfunctions.hpp.

Here is the call graph for this function:

primitive()

Real primitive

(

Real

x

)

const

Definition at line 56 of file kernelfunctions.hpp.

Member Data Documentation

nd_

NormalDistribution nd_

private

Definition at line 61 of file kernelfunctions.hpp.

cnd_

CumulativeNormalDistribution cnd_

private

Definition at line 62 of file kernelfunctions.hpp.

normFact_

Real normFact_

private

Definition at line 63 of file kernelfunctions.hpp.