GaussianKernel Class Reference

Gaussian kernel function. More...

#include <ql/math/kernelfunctions.hpp>

Inheritance diagram for GaussianKernel:

Public Member Functions
	GaussianKernel (Real average, Real sigma)
Real	operator() (Real x) const
Real	derivative (Real x) const
Real	primitive (Real x) const

Detailed Description

Gaussian kernel function.