QuantLib_GaussHyperbolicIntegration (3) - Linux Man Pages

QuantLib_GaussHyperbolicIntegration: Gauss-Hyperbolic integration.

NAME

QuantLib::GaussHyperbolicIntegration - Gauss-Hyperbolic integration.

SYNOPSIS


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

Inherits QuantLib::GaussianQuadrature.

Public Member Functions


GaussHyperbolicIntegration (Size n)

Detailed Description

Gauss-Hyperbolic integration.

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

Author

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