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 Sep 23 2016 Version 1.8.1 QuantLib