QuantLib_KernelFunction man page

KernelFunction

Synopsis

#include <ql/math/kernelfunctions.hpp>

Inherited by GaussianKernel.

Public Member Functions

virtual Real operator() (Real x) const =0

Detailed Description

Kernel function in the statistical sense, e.g. a nonnegative, real-valued function which integrates to one and is symmetric.

Derived classes will serve as functors.

Author

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Info

Fri Sep 1 2017 Version 1.10.1 QuantLib