GaussLaguerreCosinePolynomial< mp_real > Class Template Reference

Gauss-Laguerre Cosine integration. More...

#include <gausslaguerrecosinepolynomial.hpp>

Inheritance diagram for GaussLaguerreCosinePolynomial< mp_real >:

Collaboration diagram for GaussLaguerreCosinePolynomial< mp_real >:

Public Member Functions
	GaussLaguerreCosinePolynomial (Real u)
mp_real	moment (Size n) const override
Real	w (Real x) const override
Public Member Functions inherited from GaussLaguerreTrigonometricBase< mp_real >
	GaussLaguerreTrigonometricBase (Real u)
Public Member Functions inherited from MomentBasedGaussianPolynomial< mp_real >
	MomentBasedGaussianPolynomial ()
Real	mu_0 () const override
Real	alpha (Size i) const override
Real	beta (Size i) const override
virtual mp_real	moment (Size i) const =0
Real	alpha (Size u) const
Real	beta (Size u) const
Real	mu_0 () const
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

Protected Member Functions
mp_real	m0 () const override
mp_real	m1 () const override
Protected Member Functions inherited from GaussLaguerreTrigonometricBase< mp_real >
virtual mp_real	m0 () const =0
virtual mp_real	m1 () const =0
mp_real	moment_ (Size n) const
mp_real	fact (Size n) const

Private Attributes
const Real	m0_

Additional Inherited Members
Protected Attributes inherited from GaussLaguerreTrigonometricBase< mp_real >
const Real	u_

Detailed Description

template<class mp_real>
class QuantLib::GaussLaguerreCosinePolynomial< mp_real >

Gauss-Laguerre Cosine integration.

This class performs a 1-dimensional Gauss-Laguerre-Cosine integration.

\[ \int_{0}^{\inf} f(x) \mathrm{d}x \]

The weighting function is

\[ w(x;u)=e^{-x}*\cos{u*x} \]

Definition at line 91 of file gausslaguerrecosinepolynomial.hpp.

Constructor & Destructor Documentation

GaussLaguerreCosinePolynomial()

GaussLaguerreCosinePolynomial ( Real  u )

explicit

Definition at line 94 of file gausslaguerrecosinepolynomial.hpp.

Member Function Documentation

moment()

mp_real moment ( Size  n ) const

overridevirtual

Implements MomentBasedGaussianPolynomial< mp_real >.

Definition at line 98 of file gausslaguerrecosinepolynomial.hpp.

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w()

Real w ( Real  x ) const

overridevirtual

Implements GaussianOrthogonalPolynomial.

Definition at line 99 of file gausslaguerrecosinepolynomial.hpp.

m0()

mp_real m0 ( ) const

overrideprotectedvirtual

Implements GaussLaguerreTrigonometricBase< mp_real >.

Definition at line 102 of file gausslaguerrecosinepolynomial.hpp.

m1()

mp_real m1 ( ) const

overrideprotectedvirtual

Implements GaussLaguerreTrigonometricBase< mp_real >.

Definition at line 103 of file gausslaguerrecosinepolynomial.hpp.

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Member Data Documentation

m0_

const Real m0_

private

Definition at line 108 of file gausslaguerrecosinepolynomial.hpp.