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.


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Referenced By

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

Mon Apr 30 2018 Version 1.12.1 QuantLib