GaussChebyshev2thIntegration (3) - Linux Man Pages

GaussChebyshev2thIntegration: Gauss-Chebyshev integration (second kind).

NAME

QuantLib::GaussChebyshev2thIntegration - Gauss-Chebyshev integration (second kind).

SYNOPSIS


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

Inherits QuantLib::GaussianQuadrature.

Public Member Functions


GaussChebyshev2thIntegration (Size n)

Detailed Description

Gauss-Chebyshev integration (second kind).

This class performs a 1-dimensional Gauss-Chebyshev integration. [ int_{-1}^{1} f(x) mathrm{d}x ] The weighting function is [ w(x)=(1-x^2)^{1/2} ]

Author

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