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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Gaussian kernel function. More...
#include <kernelfunctions.hpp>
Inheritance diagram for GaussianKernel:
Collaboration 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 |
Public Member Functions inherited from KernelFunction | |
| virtual | ~KernelFunction ()=default |
| virtual Real | operator() (Real x) const =0 |
Private Attributes | |
| NormalDistribution | nd_ |
| CumulativeNormalDistribution | cnd_ |
| Real | normFact_ |
Gaussian kernel function.
Definition at line 44 of file kernelfunctions.hpp.
| GaussianKernel | ( | Real | average, |
| Real | sigma | ||
| ) |
Definition at line 46 of file kernelfunctions.hpp.
Implements KernelFunction.
Definition at line 50 of file kernelfunctions.hpp.
Definition at line 56 of file kernelfunctions.hpp.
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private |
Definition at line 61 of file kernelfunctions.hpp.
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private |
Definition at line 62 of file kernelfunctions.hpp.
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private |
Definition at line 63 of file kernelfunctions.hpp.