QuantLib_GaussGegenbauerPolynomial

Langue: en

Autres versions - même langue

Version: 376943 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::GaussGegenbauerPolynomial -

Gauss-Gegenbauer polynomial.

SYNOPSIS


#include <ql/math/integrals/gaussianorthogonalpolynomial.hpp>

Inherits QuantLib::GaussJacobiPolynomial.

Public Member Functions


GaussGegenbauerPolynomial (Real lambda)

Detailed Description

Gauss-Gegenbauer polynomial.

Author

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