QuantLib_GaussJacobiPolynomial

Langue: en

Autres versions - même langue

Version: 375203 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::GaussJacobiPolynomial -

Gauss-Jacobi polynomial.

SYNOPSIS


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

Inherits QuantLib::GaussianOrthogonalPolynomial.

Inherited by GaussChebyshev2ndPolynomial, GaussChebyshevPolynomial, GaussGegenbauerPolynomial, and GaussLegendrePolynomial.

Public Member Functions


GaussJacobiPolynomial (Real alpha, Real beta)

Real mu_0 () const

Real alpha (Size i) const

Real beta (Size i) const

Real w (Real x) const

Detailed Description

Gauss-Jacobi polynomial.

Author

Generated automatically by Doxygen for QuantLib from the source code.