QuantLib_GaussHermitePolynomial (3) - Linux Manuals

QuantLib_GaussHermitePolynomial: Gauss-Hermite polynomial.

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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