- QuantLib
- GaussHermitePolynomial
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 |
Gauss-Hermite polynomial.