QuantLib_GaussLaguerreIntegration (3) - Linux Manuals
QuantLib_GaussLaguerreIntegration: generalized Gauss-Laguerre integration
NAME
QuantLib::GaussLaguerreIntegration - generalized Gauss-Laguerre integration
SYNOPSIS
#include <ql/math/integrals/gaussianquadratures.hpp>
Inherits QuantLib::GaussianQuadrature.
Public Member Functions
GaussLaguerreIntegration (Size n, Real s=0.0)
Detailed Description
generalized Gauss-Laguerre integration
This class performs a 1-dimensional Gauss-Laguerre integration. [ int_{0}^{inf} f(x) mathrm{d}x ] The weighting function is [ w(x;s)=x^s \xp{-x} ] and [ s > -1 ]
Author
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