QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
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 |
orthogonal polynomials for gaussian quadratures
Definition in file gaussianorthogonalpolynomial.hpp.