GaussChebyshev2thIntegration (3) Linux Manual Page
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} ]