QuantLib_GaussGegenbauerIntegration man page

GaussGegenbauerIntegration — Gauss-Gegenbauer integration.

Synopsis

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

Inherits GaussianQuadrature.

Public Member Functions

GaussGegenbauerIntegration (Size n, Real lambda)

Additional Inherited Members

Detailed Description

Gauss-Gegenbauer integration.

This class performs a 1-dimensional Gauss-Gegenbauer integration. [ int_{-1}^{1} f(x) mathrm{d}x ] The weighting function is [ w(x)=(1-x^2)^{lambda-1/2} ]

Author

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Referenced By

GaussGegenbauerIntegration(3) is an alias of QuantLib_GaussGegenbauerIntegration(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib