QuantLib_KernelFunction

Langue: en

Version: 373121 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::KernelFunction -

SYNOPSIS


#include <ql/math/kernelfunctions.hpp>

Inherited by GaussianKernel.

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.

Author

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