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).

Fri Jun 2 2017 Version 1.10 QuantLib