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

orthogonal polynomials for gaussian quadratures More...

#include <ql/types.hpp>

Go to the source code of this file.

Classes

class  GaussianOrthogonalPolynomial
 orthogonal polynomial for Gaussian quadratures More...
 
class  GaussLaguerrePolynomial
 Gauss-Laguerre polynomial. More...
 
class  GaussHermitePolynomial
 Gauss-Hermite polynomial. More...
 
class  GaussJacobiPolynomial
 Gauss-Jacobi polynomial. More...
 
class  GaussLegendrePolynomial
 Gauss-Legendre polynomial. More...
 
class  GaussChebyshevPolynomial
 Gauss-Chebyshev polynomial. More...
 
class  GaussChebyshev2ndPolynomial
 Gauss-Chebyshev polynomial (second kind) More...
 
class  GaussGegenbauerPolynomial
 Gauss-Gegenbauer polynomial. More...
 
class  GaussHyperbolicPolynomial
 Gauss hyperbolic polynomial. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

orthogonal polynomials for gaussian quadratures

Definition in file gaussianorthogonalpolynomial.hpp.