GaussGegenbauerIntegration (3) - Linux Manuals
GaussGegenbauerIntegration: Gauss-Gegenbauer integration.
NAME
QuantLib::GaussGegenbauerIntegration - Gauss-Gegenbauer integration.
SYNOPSIS
#include <ql/math/integrals/gaussianquadratures.hpp>
Inherits QuantLib::GaussianQuadrature.
Public Member Functions
GaussGegenbauerIntegration (Size n, Real lambda)
Detailed Description
Gauss-Gegenbauer integration.
This class performs a 1-dimensional Gauss-Gegenbauer 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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