QuantLib: a free/open-source library for quantitative finance
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Public Member Functions | Private Attributes | List of all members
GaussJacobiPolynomial Class Reference

Gauss-Jacobi polynomial. More...

#include <ql/math/integrals/gaussianorthogonalpolynomial.hpp>

+ Inheritance diagram for GaussJacobiPolynomial:
+ Collaboration diagram for GaussJacobiPolynomial:

Public Member Functions

 GaussJacobiPolynomial (Real alpha, Real beta)
 
Real mu_0 () const override
 
Real alpha (Size i) const override
 
Real beta (Size i) const override
 
Real w (Real x) const override
 
- Public Member Functions inherited from GaussianOrthogonalPolynomial
virtual ~GaussianOrthogonalPolynomial ()=default
 
virtual Real mu_0 () const =0
 
virtual Real alpha (Size i) const =0
 
virtual Real beta (Size i) const =0
 
virtual Real w (Real x) const =0
 
Real value (Size i, Real x) const
 
Real weightedValue (Size i, Real x) const
 

Private Attributes

const Real alpha_
 
const Real beta_
 

Detailed Description

Gauss-Jacobi polynomial.

Definition at line 91 of file gaussianorthogonalpolynomial.hpp.

Constructor & Destructor Documentation

◆ GaussJacobiPolynomial()

GaussJacobiPolynomial ( Real  alpha,
Real  beta 
)
explicit

Definition at line 92 of file gaussianorthogonalpolynomial.cpp.

Member Function Documentation

◆ mu_0()

Real mu_0 ( ) const
overridevirtual

Implements GaussianOrthogonalPolynomial.

Definition at line 99 of file gaussianorthogonalpolynomial.cpp.

◆ alpha()

Real alpha ( Size  i) const
overridevirtual

Implements GaussianOrthogonalPolynomial.

Definition at line 106 of file gaussianorthogonalpolynomial.cpp.

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◆ beta()

Real beta ( Size  i) const
overridevirtual

Implements GaussianOrthogonalPolynomial.

Definition at line 126 of file gaussianorthogonalpolynomial.cpp.

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◆ w()

Real w ( Real  x) const
overridevirtual

Implements GaussianOrthogonalPolynomial.

Definition at line 145 of file gaussianorthogonalpolynomial.cpp.

Member Data Documentation

◆ alpha_

const Real alpha_
private

Definition at line 101 of file gaussianorthogonalpolynomial.hpp.

◆ beta_

const Real beta_
private

Definition at line 102 of file gaussianorthogonalpolynomial.hpp.