momentbasedgaussianpolynomial.hpp File Reference

Gaussian quadrature defined by the moments of the distribution. More...

#include <ql/math/comparison.hpp>
#include <ql/math/integrals/gaussianorthogonalpolynomial.hpp>
#include <ql/errors.hpp>
#include <cmath>
#include <vector>

Go to the source code of this file.

Classes
class	MomentBasedGaussianPolynomial< mp_real >

Namespaces
namespace	QuantLib

Detailed Description

Gaussian quadrature defined by the moments of the distribution.

Definition in file momentbasedgaussianpolynomial.hpp.