QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Private Attributes | List of all members
GaussHermitePolynomial Class Reference

Gauss-Hermite polynomial. More...

#include <gaussianorthogonalpolynomial.hpp>

+ Inheritance diagram for GaussHermitePolynomial:
+ Collaboration diagram for GaussHermitePolynomial:

Public Member Functions

 GaussHermitePolynomial (Real mu=0.0)
 
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 mu_
 

Detailed Description

Gauss-Hermite polynomial.

Definition at line 77 of file gaussianorthogonalpolynomial.hpp.

Constructor & Destructor Documentation

◆ GaussHermitePolynomial()

GaussHermitePolynomial ( Real  mu = 0.0)
explicit

Definition at line 71 of file gaussianorthogonalpolynomial.cpp.

Member Function Documentation

◆ mu_0()

Real mu_0 ( ) const
overridevirtual

Implements GaussianOrthogonalPolynomial.

Definition at line 76 of file gaussianorthogonalpolynomial.cpp.

◆ alpha()

Real alpha ( Size  i) const
overridevirtual

Implements GaussianOrthogonalPolynomial.

Definition at line 80 of file gaussianorthogonalpolynomial.cpp.

◆ beta()

Real beta ( Size  i) const
overridevirtual

Implements GaussianOrthogonalPolynomial.

Definition at line 84 of file gaussianorthogonalpolynomial.cpp.

◆ w()

Real w ( Real  x) const
overridevirtual

Implements GaussianOrthogonalPolynomial.

Definition at line 88 of file gaussianorthogonalpolynomial.cpp.

Member Data Documentation

◆ mu_

const Real mu_
private

Definition at line 87 of file gaussianorthogonalpolynomial.hpp.