GaussChebyshevIntegration (3) Linux Manual Page
QuantLib::GaussChebyshevIntegration – Gauss-Chebyshev integration.
Synopsis
#include <ql/math/integrals/gaussianquadratures.hpp>Inherits QuantLib::GaussianQuadrature.
Public Member Functions
GaussChebyshevIntegration (Size n)Detailed Description
Gauss-Chebyshev integration.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} ]