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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Gauss-Legendre polynomial. More...
#include <gaussianorthogonalpolynomial.hpp>
Inheritance diagram for GaussLegendrePolynomial:
Collaboration diagram for GaussLegendrePolynomial:Public Member Functions | |
| GaussLegendrePolynomial () | |
Public Member Functions inherited from GaussJacobiPolynomial | |
| GaussJacobiPolynomial (Real alpha, Real beta) | |
| Real | mu_0 () const override |
| Real | alpha (Size i) const override |
| Real | beta (Size i) const override |
| Real | w (Real x) const override |
Public Member Functions inherited from GaussianOrthogonalPolynomial | |
| virtual | ~GaussianOrthogonalPolynomial ()=default |
| virtual Real | mu_0 () const =0 |
| virtual Real | alpha (Size i) const =0 |
| virtual Real | beta (Size i) const =0 |
| virtual Real | w (Real x) const =0 |
| Real | value (Size i, Real x) const |
| Real | weightedValue (Size i, Real x) const |
Gauss-Legendre polynomial.
Definition at line 106 of file gaussianorthogonalpolynomial.hpp.
Definition at line 150 of file gaussianorthogonalpolynomial.cpp.