- QuantLib
- GaussHermitePolynomial
Gauss-Hermite polynomial. More...
#include <ql/math/integrals/gaussianorthogonalpolynomial.hpp>
Public Member Functions | |
GaussHermitePolynomial (Real mu=0.0) | |
Real | mu_0 () const |
Real | alpha (Size i) const |
Real | beta (Size i) const |
Real | w (Real x) const |
Gauss-Hermite polynomial.