QuantLib_GaussLaguerreIntegration man page

GaussLaguerreIntegration — generalized Gauss-Laguerre integration


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

Inherits GaussianQuadrature.

Public Member Functions

GaussLaguerreIntegration (Size n, Real s=0.0)

Additional Inherited Members

Detailed Description

generalized Gauss-Laguerre integration

This class performs a 1-dimensional Gauss-Laguerre integration. [ int_{0}^{inf} f(x) mathrm{d}x ] The weighting function is [ w(x;s)=x^s \xp{-x} ] and [ s > -1 ]


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Referenced By

GaussLaguerreIntegration(3) is an alias of QuantLib_GaussLaguerreIntegration(3).

QuantLib Version 1.8.1 Fri Sep 23 2016