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 |
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Real | value (Size i, Real x) const |
Real | weightedValue (Size i, Real x) const |
Gauss-Hermite polynomial.