QuantLib: a free/open-source library for quantitative finance
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Public Member Functions | Protected Member Functions | Protected Attributes | Private Attributes | List of all members
GaussLaguerreTrigonometricBase< mp_real > Class Template Referenceabstract

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

+ Inheritance diagram for GaussLaguerreTrigonometricBase< mp_real >:
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Public Member Functions

 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

virtual mp_real m0 () const =0
 
virtual mp_real m1 () const =0
 
mp_real moment_ (Size n) const
 
mp_real fact (Size n) const
 

Protected Attributes

const Real u_
 

Private Attributes

std::vector< mp_real > m_
 
std::vector< mp_real > f_
 

Detailed Description

template<class mp_real>
class QuantLib::GaussLaguerreTrigonometricBase< mp_real >

Definition at line 34 of file gausslaguerrecosinepolynomial.hpp.

Constructor & Destructor Documentation

◆ GaussLaguerreTrigonometricBase()

Definition at line 37 of file gausslaguerrecosinepolynomial.hpp.

Member Function Documentation

◆ m0()

virtual mp_real m0 ( ) const
protectedpure virtual

Implemented in GaussLaguerreCosinePolynomial< mp_real >, and GaussLaguerreSinePolynomial< mp_real >.

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◆ m1()

virtual mp_real m1 ( ) const
protectedpure virtual

Implemented in GaussLaguerreCosinePolynomial< mp_real >, and GaussLaguerreSinePolynomial< mp_real >.

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◆ moment_()

mp_real moment_ ( Size  n) const
protected

Definition at line 44 of file gausslaguerrecosinepolynomial.hpp.

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◆ fact()

mp_real fact ( Size  n) const
protected

Definition at line 60 of file gausslaguerrecosinepolynomial.hpp.

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Member Data Documentation

◆ u_

const Real u_
protected

Definition at line 73 of file gausslaguerrecosinepolynomial.hpp.

◆ m_

std::vector<mp_real> m_
mutableprivate

Definition at line 76 of file gausslaguerrecosinepolynomial.hpp.

◆ f_

std::vector<mp_real> f_
private

Definition at line 76 of file gausslaguerrecosinepolynomial.hpp.