QuantLib_GaussianKernel man page

GaussianKernel — Gaussian kernel function.  

Synopsis

#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.

Author

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Referenced By

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

Fri Feb 10 2017 Version 1.9.1 QuantLib