QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | List of all members
GaussJacobiPolynomial Class Reference

Gauss-Jacobi polynomial. More...

#include <ql/math/integrals/gaussianorthogonalpolynomial.hpp>

+ Inheritance diagram for GaussJacobiPolynomial:

Public Member Functions

 GaussJacobiPolynomial (Real alpha, Real beta)
 
Real mu_0 () const
 
Real alpha (Size i) const
 
Real beta (Size i) const
 
Real w (Real x) const
 
- Public Member Functions inherited from GaussianOrthogonalPolynomial
Real value (Size i, Real x) const
 
Real weightedValue (Size i, Real x) const
 

Detailed Description

Gauss-Jacobi polynomial.