# QuantLib_GaussHermiteIntegration man page

GaussHermiteIntegration — generalized Gauss-Hermite integration

## Synopsis

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

Inherits **GaussianQuadrature**.

### Public Member Functions

GaussHermiteIntegration(Sizen,Realmu=0.0)

### Additional Inherited Members

## Detailed Description

generalized Gauss-Hermite integration

This class performs a 1-dimensional Gauss-Hermite integration. [ int_{-inf}^{inf} f(x) mathrm{d}x ] The weighting function is [ w(x;mu)=|x|^{2mu} \xp{-x*x} ] and [ mu > -0.5 ]

## Author

Generated automatically by Doxygen for QuantLib from the source code.

## Referenced By

GaussHermiteIntegration(3) is an alias of QuantLib_GaussHermiteIntegration(3).