QuantLib_GaussHermitePolynomial

Langue: en

Autres versions - même langue

Version: 161445 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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