GaussianKernel Class Reference

Gaussian kernel function. More...

#include <ql/math/kernelfunctions.hpp>

Inheritance diagram for GaussianKernel:

List of all members.

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.