QuantLib_GaussHermitePolynomial man page

GaussHermitePolynomial — Gauss-Hermite polynomial.


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

Inherits 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.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

GaussHermitePolynomial(3), mu_0(3) and w(3) are aliases of QuantLib_GaussHermitePolynomial(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib