Rechercher une page de manuel
QuantLib_GaussianKernel
Langue: en
Version: 373505 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::GaussianKernel -Gaussian kernel function.
SYNOPSIS
#include <ql/math/kernelfunctions.hpp>
Inherits QuantLib::KernelFunction.
Public Member Functions
GaussianKernel (Real average, Real sigma)
Real operator() (Real x) const
Real derivative (Real x) const
Real primitive (Real x) const
Detailed Description
Gaussian kernel function.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre