A free/open-source library for quantitative finance
Reference manual - version 1.20
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A free/open-source library for quantitative finance
Reference manual - version 1.20
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This is the complete list of members for GaussHermiteIntegration, including all inherited members.
| GaussHermiteIntegration(Size n, Real mu=0.0) (defined in GaussHermiteIntegration) | GaussHermiteIntegration | explicit |
| GaussianQuadrature(Size n, const GaussianOrthogonalPolynomial &p) (defined in GaussianQuadrature) | GaussianQuadrature | |
| operator()(const F &f) const (defined in GaussianQuadrature) | GaussianQuadrature | |
| order() const (defined in GaussianQuadrature) | GaussianQuadrature | |
| w_ (defined in GaussianQuadrature) | GaussianQuadrature | protected |
| weights() (defined in GaussianQuadrature) | GaussianQuadrature | |
| x() (defined in GaussianQuadrature) | GaussianQuadrature | |
| x_ (defined in GaussianQuadrature) | GaussianQuadrature | protected |