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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-Jacobi polynomial. More...
#include <gaussianorthogonalpolynomial.hpp>
Inheritance diagram for GaussJacobiPolynomial:
Collaboration diagram for GaussJacobiPolynomial:Public Member Functions | |
| 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 |
Private Attributes | |
| const Real | alpha_ |
| const Real | beta_ |
Gauss-Jacobi polynomial.
Definition at line 91 of file gaussianorthogonalpolynomial.hpp.
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explicit |
Definition at line 92 of file gaussianorthogonalpolynomial.cpp.
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overridevirtual |
Implements GaussianOrthogonalPolynomial.
Definition at line 99 of file gaussianorthogonalpolynomial.cpp.
Implements GaussianOrthogonalPolynomial.
Definition at line 106 of file gaussianorthogonalpolynomial.cpp.
Here is the call graph for this function:Implements GaussianOrthogonalPolynomial.
Definition at line 126 of file gaussianorthogonalpolynomial.cpp.
Here is the call graph for this function:Implements GaussianOrthogonalPolynomial.
Definition at line 145 of file gaussianorthogonalpolynomial.cpp.
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private |
Definition at line 101 of file gaussianorthogonalpolynomial.hpp.
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private |
Definition at line 102 of file gaussianorthogonalpolynomial.hpp.