QuantLib_GaussHyperbolicIntegration man page

GaussHyperbolicIntegration — Gauss-Hyperbolic integration.


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

Inherits GaussianQuadrature.

Public Member Functions

GaussHyperbolicIntegration (Size n)

Additional Inherited Members

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) ]


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Referenced By

GaussHyperbolicIntegration(3) is an alias of QuantLib_GaussHyperbolicIntegration(3).

QuantLib Version 1.8.1 Fri Sep 23 2016