TabulatedGaussLegendre (3) Linux Manual Page

QuantLib::TabulatedGaussLegendre – tabulated Gauss-Legendre quadratures

Synopsis

#include <ql/math/integrals/gaussianquadratures.hpp>

Public Member Functions

TabulatedGaussLegendre (Size n=20)

template<class F > Real operator() (const F &f) const

void order (Size)

Size order () const

Detailed Description

tabulated Gauss-Legendre quadratures

Author

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