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<div class="title">MomentBasedGaussianPolynomial< mp_real > Class Template Reference<span class="mlabels"><span class="mlabel">abstract</span></span></div> </div>
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<p><code>#include <ql/math/integrals/momentbasedgaussianpolynomial.hpp></code></p>
<div id="dynsection-0" onclick="return toggleVisibility(this)" class="dynheader closed" style="cursor:pointer;">
<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for MomentBasedGaussianPolynomial< mp_real >:</div>
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<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:aa0a08b221c82ab0aa3d9a0af2308c24d"><td class="memItemLeft" align="right" valign="top"><a id="aa0a08b221c82ab0aa3d9a0af2308c24d"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>mu_0</b> () const</td></tr>
<tr class="separator:aa0a08b221c82ab0aa3d9a0af2308c24d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a82388260c8815eef2f0cb8e305ffc879"><td class="memItemLeft" align="right" valign="top"><a id="a82388260c8815eef2f0cb8e305ffc879"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>alpha</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const</td></tr>
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<tr class="memitem:ab4172801539c8971678be78b37acbf40"><td class="memItemLeft" align="right" valign="top"><a id="ab4172801539c8971678be78b37acbf40"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>beta</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const</td></tr>
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virtual mp_real </td><td class="memItemRight" valign="bottom"><b>moment</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const =0</td></tr>
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<tr class="memitem:a48b8be4a51618c9fb821d53420a7f7db"><td class="memItemLeft" align="right" valign="top"><a id="a48b8be4a51618c9fb821d53420a7f7db"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>alpha</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> u) const</td></tr>
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<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>beta</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> u) const</td></tr>
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<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>mu_0</b> () const</td></tr>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_gaussian_orthogonal_polynomial"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_gaussian_orthogonal_polynomial')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_gaussian_orthogonal_polynomial.html">GaussianOrthogonalPolynomial</a></td></tr>
<tr class="memitem:af8bd61e6c7a4d4d245f25e375ff42fa8 inherit pub_methods_class_quant_lib_1_1_gaussian_orthogonal_polynomial"><td class="memItemLeft" align="right" valign="top"><a id="af8bd61e6c7a4d4d245f25e375ff42fa8"></a>
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>w</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x) const =0</td></tr>
<tr class="separator:af8bd61e6c7a4d4d245f25e375ff42fa8 inherit pub_methods_class_quant_lib_1_1_gaussian_orthogonal_polynomial"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad296be30ef56fed69fd613802e61cd02 inherit pub_methods_class_quant_lib_1_1_gaussian_orthogonal_polynomial"><td class="memItemLeft" align="right" valign="top"><a id="ad296be30ef56fed69fd613802e61cd02"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>value</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x) const</td></tr>
<tr class="separator:ad296be30ef56fed69fd613802e61cd02 inherit pub_methods_class_quant_lib_1_1_gaussian_orthogonal_polynomial"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ab30980be7480836527b7f68d02ee96af inherit pub_methods_class_quant_lib_1_1_gaussian_orthogonal_polynomial"><td class="memItemLeft" align="right" valign="top"><a id="ab30980be7480836527b7f68d02ee96af"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>weightedValue</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x) const</td></tr>
<tr class="separator:ab30980be7480836527b7f68d02ee96af inherit pub_methods_class_quant_lib_1_1_gaussian_orthogonal_polynomial"><td class="memSeparator" colspan="2"> </td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><h3>template<class mp_real><br />
class QuantLib::MomentBasedGaussianPolynomial< mp_real ></h3>
<p>References: Gauss quadratures and orthogonal polynomials</p>
<p>G.H. Gloub and J.H. Welsch: Calculation of Gauss quadrature rule. Math. Comput. 23 (1986), 221-230, <a href="http://web.stanford.edu/class/cme335/spr11/S0025-5718-69-99647-1.pdf">http://web.stanford.edu/class/cme335/spr11/S0025-5718-69-99647-1.pdf</a></p>
<p>M. Morandi Cecchi and M. Redivo Zaglia, Computing the coefficients of a recurrence formula for numerical integration by moments and modified moments. <a href="http://ac.els-cdn.com/0377042793901522/1-s2.0-0377042793901522-main.pdf?_tid=643d5dca-a05d-11e6-9a56-00000aab0f27&acdnat=1478023545_cf7c87cba4cc9e37a136e68a2564d411">http://ac.els-cdn.com/0377042793901522/1-s2.0-0377042793901522-main.pdf?_tid=643d5dca-a05d-11e6-9a56-00000aab0f27&acdnat=1478023545_cf7c87cba4cc9e37a136e68a2564d411</a> </p>
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