QuantLib_GaussianKernel man page

GaussianKernel — Gaussian kernel function.


#include <ql/math/kernelfunctions.hpp>

Inherits 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.


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Referenced By

GaussianKernel(3) is an alias of QuantLib_GaussianKernel(3).

QuantLib Version 1.8.1 Fri Sep 23 2016