GaussianKernel Class Reference

Gaussian kernel function. More...

#include <ql/math/kernelfunctions.hpp>

Inheritance diagram for GaussianKernel:

Public Member Functions
	GaussianKernel (Real average, Real sigma)
Real	operator() (Real x) const override
Real	derivative (Real x) const
Real	primitive (Real x) const

Detailed Description

Gaussian kernel function.

Member Function Documentation

operator()()

Real operator() ( Real x ) const

overridevirtual

Implements KernelFunction.