QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Gauss-Chebyshev polynomial. More...
#include <gaussianorthogonalpolynomial.hpp>
Public Member Functions | |
GaussChebyshevPolynomial () | |
Public Member Functions inherited from GaussJacobiPolynomial | |
GaussJacobiPolynomial (Real alpha, Real beta) | |
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 |
Gauss-Chebyshev polynomial.
Definition at line 112 of file gaussianorthogonalpolynomial.hpp.
Definition at line 158 of file gaussianorthogonalpolynomial.cpp.