GaussLaguerreCosinePolynomial< mp_real > Class Template Reference

Gauss-Laguerre Cosine integration. More...

#include <ql/math/integrals/gausslaguerrecosinepolynomial.hpp>

Public Member Functions
	GaussLaguerreCosinePolynomial (Real u)
mp_real	moment (Size n) const override
Real	w (Real x) const override

Protected Member Functions
mp_real	m0 () const override
mp_real	m1 () const override

Detailed Description

template<class mp_real>
class QuantLib::GaussLaguerreCosinePolynomial< mp_real >

Gauss-Laguerre Cosine integration.

This class performs a 1-dimensional Gauss-Laguerre-Cosine integration.

\[\int_{0}^{\inf} f(x) \mathrm{d}x \]

The weighting function is

\[ w(x;u)=e^{-x}*\cos{u*x} \]

Member Function Documentation

moment()

template<class mp_real>

mp_real moment ( Size n ) const

overridevirtual

Implements MomentBasedGaussianPolynomial< mp_real >.

w()

template<class mp_real>

Real w ( Real x ) const

overridevirtual

Implements GaussianOrthogonalPolynomial.