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gaussianorthogonalpolynomial.hpp File Reference

Detailed Description

orthogonal polynomials for gaussian quadratures

Definition in file gaussianorthogonalpolynomial.hpp.

#include <ql/types.hpp>

Go to the source code of this file.


namespace  QuantLib


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

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