QuantLib_GaussJacobiIntegration man page

GaussJacobiIntegration — Gauss-Jacobi integration.  


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

Inherits GaussianQuadrature.

Public Member Functions

GaussJacobiIntegration (Size n, Real alpha, Real beta)

Additional Inherited Members

Detailed Description

Gauss-Jacobi integration.

This class performs a 1-dimensional Gauss-Jacobi integration. [ int_{-1}^{1} f(x) mathrm{d}x ] The weighting function is [ w(x;alpha,beta)=(1-x)^alpha (1+x)^beta ]


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Referenced By

The man page GaussJacobiIntegration(3) is an alias of QuantLib_GaussJacobiIntegration(3).

Wed Feb 7 2018 Version 1.10.1 QuantLib