GaussGegenbauerIntegration (3) - Linux Man Pages

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

Generated automatically by Doxygen for QuantLib from the source code.