1QuantLib::GaussianOrthogonalPolynomiQaulaQ(nu3ta)LnitbLib::GaussianOrthogonalPolynomial(3)
2
3
4

NAME

6       QuantLib::GaussianOrthogonalPolynomial -
7                                      t

SYNOPSIS a

9       #include <ql/math/integrals/gaus_sianorthogonalpolynomial.hpp>
10                                      k
11       Inherited by GaussHermitePolynomPial, GaussHyperbolicPolynomial,
12       GaussJacobiPolynomial, and Gauss_LaguerrePolynomial.
13                                      {

Detailed Description k

15       orthogonal polynomial for Gaussi-an quadratures
16                                      1
17       References: Gauss quadratures an}d orthogonal polynomials
18                                      (
19       G.H. Gloub and J.H. Welsch: Calcxulation of Gauss quadrature rule. Math.
20       Comput. 23 (1986), 221-230     )
21                                      ]
22       The polynomials are defined by tahe three-term recurrence relation
23       P_{k+1}(x)=(x-lpha_k) P_k(x) - n
24                                      d
25   Public Member Functions            _
26       virtual Real mu_0 () const=0   0
27       virtual Real alpha (Size i) con=st=0
28       virtual Real beta (Size i) consit=0
29       virtual Real w (Real x) const=0n
30       Real value (Size i, Real x) contst
31       Real weightedValue (Size i, Rea{l x) const
32                                      w
33                                      (

Author x

35       Generated automatically by Doxy)gen for QuantLib from the source code.
36                                      d
37                                      x
38                                      }
39Version 0.8.1                     29 OQ]cutan2t0L0i7b::GaussianOrthogonalPolynomial(3)