QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Gauss-Jacobi polynomial. More...
#include <gaussianorthogonalpolynomial.hpp>
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_ |
Gauss-Jacobi polynomial.
Definition at line 91 of file gaussianorthogonalpolynomial.hpp.
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explicit |
Definition at line 92 of file gaussianorthogonalpolynomial.cpp.
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overridevirtual |
Implements GaussianOrthogonalPolynomial.
Definition at line 99 of file gaussianorthogonalpolynomial.cpp.
Implements GaussianOrthogonalPolynomial.
Definition at line 106 of file gaussianorthogonalpolynomial.cpp.
Implements GaussianOrthogonalPolynomial.
Definition at line 126 of file gaussianorthogonalpolynomial.cpp.
Implements GaussianOrthogonalPolynomial.
Definition at line 145 of file gaussianorthogonalpolynomial.cpp.
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private |
Definition at line 101 of file gaussianorthogonalpolynomial.hpp.
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private |
Definition at line 102 of file gaussianorthogonalpolynomial.hpp.