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QuantLib_GaussJacobiPolynomial
Langue: en
Version: 375203 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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
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Contenus ©2006-2024 Benjamin Poulain
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