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.