QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Gauss-Hermite polynomial. More...
#include <gaussianorthogonalpolynomial.hpp>
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_ |
Gauss-Hermite polynomial.
Definition at line 77 of file gaussianorthogonalpolynomial.hpp.
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explicit |
Definition at line 71 of file gaussianorthogonalpolynomial.cpp.
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overridevirtual |
Implements GaussianOrthogonalPolynomial.
Definition at line 76 of file gaussianorthogonalpolynomial.cpp.
Implements GaussianOrthogonalPolynomial.
Definition at line 80 of file gaussianorthogonalpolynomial.cpp.
Implements GaussianOrthogonalPolynomial.
Definition at line 84 of file gaussianorthogonalpolynomial.cpp.
Implements GaussianOrthogonalPolynomial.
Definition at line 88 of file gaussianorthogonalpolynomial.cpp.
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private |
Definition at line 87 of file gaussianorthogonalpolynomial.hpp.