QuantLib_GaussHermitePolynomial man page

GaussHermitePolynomial — Gauss-Hermite polynomial.  

Synopsis

#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.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

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

Fri Sep 1 2017 Version 1.10.1 QuantLib