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

The man page GaussianKernel(3) is an alias of QuantLib_GaussianKernel(3).

Wed Aug 2 2017 Version 1.10 QuantLib