Gauss-Laguerre Cosine integration. More...
#include <gausslaguerrecosinepolynomial.hpp>
Inheritance diagram for GaussLaguerreCosinePolynomial< mp_real >:
Collaboration diagram for GaussLaguerreCosinePolynomial< mp_real >:
Public Member Functions | |
| GaussLaguerreCosinePolynomial (Real u) | |
| mp_real | moment (Size n) const override |
| Real | w (Real x) const override |
| Public Member Functions inherited from GaussLaguerreTrigonometricBase< mp_real > | |
| GaussLaguerreTrigonometricBase (Real u) | |
| Public Member Functions inherited from MomentBasedGaussianPolynomial< mp_real > | |
| MomentBasedGaussianPolynomial () | |
| Real | mu_0 () const override |
| Real | alpha (Size i) const override |
| Real | beta (Size i) const override |
| virtual mp_real | moment (Size i) const =0 |
| Real | alpha (Size u) const |
| Real | beta (Size u) const |
| Real | mu_0 () const |
| 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 |
Protected Member Functions | |
| mp_real | m0 () const override |
| mp_real | m1 () const override |
| Protected Member Functions inherited from GaussLaguerreTrigonometricBase< mp_real > | |
| virtual mp_real | m0 () const =0 |
| virtual mp_real | m1 () const =0 |
| mp_real | moment_ (Size n) const |
| mp_real | fact (Size n) const |
Private Attributes | |
| const Real | m0_ |
Additional Inherited Members | |
| Protected Attributes inherited from GaussLaguerreTrigonometricBase< mp_real > | |
| const Real | u_ |
Detailed Description
class QuantLib::GaussLaguerreCosinePolynomial< mp_real >
Gauss-Laguerre Cosine integration.
This class performs a 1-dimensional Gauss-Laguerre-Cosine integration.
\[ \int_{0}^{\inf} f(x) \mathrm{d}x \]
The weighting function is
\[ w(x;u)=e^{-x}*\cos{u*x} \]
Definition at line 91 of file gausslaguerrecosinepolynomial.hpp.
Constructor & Destructor Documentation
◆ GaussLaguerreCosinePolynomial()
|
explicit |
Definition at line 94 of file gausslaguerrecosinepolynomial.hpp.
Member Function Documentation
◆ moment()
|
overridevirtual |
Implements MomentBasedGaussianPolynomial< mp_real >.
Definition at line 98 of file gausslaguerrecosinepolynomial.hpp.
Here is the call graph for this function:
◆ w()
Implements GaussianOrthogonalPolynomial.
Definition at line 99 of file gausslaguerrecosinepolynomial.hpp.
◆ m0()
|
overrideprotectedvirtual |
Implements GaussLaguerreTrigonometricBase< mp_real >.
Definition at line 102 of file gausslaguerrecosinepolynomial.hpp.
◆ m1()
|
overrideprotectedvirtual |
Implements GaussLaguerreTrigonometricBase< mp_real >.
Definition at line 103 of file gausslaguerrecosinepolynomial.hpp.
Here is the call graph for this function:
Member Data Documentation
◆ m0_
|
private |
Definition at line 108 of file gausslaguerrecosinepolynomial.hpp.