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QuantLib_GaussHermitePolynomial
Langue: en
Version: 378343 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::GaussHermitePolynomial -Gauss-Hermite polynomial.
SYNOPSIS
#include <ql/math/integrals/gaussianorthogonalpolynomial.hpp>
Inherits QuantLib::GaussianOrthogonalPolynomial.
Public Member Functions
GaussHermitePolynomial (Real mu=0.0)
Real mu_0 () const
Real alpha (Size i) const
Real beta (Size i) const
Real w (Real x) const
Detailed Description
Gauss-Hermite polynomial.
Author
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