GaussHyperbolicIntegration (3) Linux Manual Page
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) ]