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QuantLib_GaussianKernel

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

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