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... | |