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

#include <ql/math/kernelfunctions.hpp>

+ Inheritance diagram for KernelFunction:

Public Member Functions

virtual Real operator() (Real x) const =0
 

Detailed Description

Kernel function in the statistical sense, e.g. a nonnegative, real-valued function which integrates to one and is symmetric.

Derived classes will serve as functors.