ql/Math/gaussianorthogonalpolynomial.hpp File Reference
Detailed Description
orthogonal polynomials for gaussian quadratures
#include <ql/types.hpp>
Include dependency graph for gaussianorthogonalpolynomial.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | GaussianOrthogonalPolynomial |
orthogonal polynomial for Gaussian quadratures More... | |
class | GaussLaguerrePolynomial |
Gauss-Laguerre polynomial. More... | |
class | GaussHermitePolynomial |
Gauss-Hermite polynomial. More... | |
class | GaussJacobiPolynomial |
Gauss-Jacobi polynomial. More... | |
class | GaussHyperbolicPolynomial |
Gauss hyperbolic polynomial. More... |