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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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#include <gausslaguerrecosinepolynomial.hpp>
Inheritance diagram for GaussLaguerreTrigonometricBase< mp_real >:
Collaboration diagram for GaussLaguerreTrigonometricBase< mp_real >:Public Member Functions | |
| 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 | |
| virtual mp_real | m0 () const =0 |
| virtual mp_real | m1 () const =0 |
| mp_real | moment_ (Size n) const |
| mp_real | fact (Size n) const |
Protected Attributes | |
| const Real | u_ |
Private Attributes | |
| std::vector< mp_real > | m_ |
| std::vector< mp_real > | f_ |
Definition at line 34 of file gausslaguerrecosinepolynomial.hpp.
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explicit |
Definition at line 37 of file gausslaguerrecosinepolynomial.hpp.
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protectedpure virtual |
Implemented in GaussLaguerreCosinePolynomial< mp_real >, and GaussLaguerreSinePolynomial< mp_real >.
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protectedpure virtual |
Implemented in GaussLaguerreCosinePolynomial< mp_real >, and GaussLaguerreSinePolynomial< mp_real >.
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protected |
Definition at line 44 of file gausslaguerrecosinepolynomial.hpp.
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protected |
Definition at line 60 of file gausslaguerrecosinepolynomial.hpp.
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protected |
Definition at line 73 of file gausslaguerrecosinepolynomial.hpp.
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mutableprivate |
Definition at line 76 of file gausslaguerrecosinepolynomial.hpp.
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private |
Definition at line 76 of file gausslaguerrecosinepolynomial.hpp.