GaussianKernel Class Reference

Gaussian kernel function. More...

#include <ql/math/kernelfunctions.hpp>

Inheritance diagram for GaussianKernel:

Public Member Functions

 GaussianKernel (Real average, Real sigma)
 
Real operator() (Real x) const
 
Real derivative (Real x) const
 
Real primitive (Real x) const
 

Detailed Description

Gaussian kernel function.