QuantLib 0.3.11
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GaussGegenbauerIntegration Class Reference
#include <ql/Math/gaussianquadratures.hpp>
Inheritance diagram for GaussGegenbauerIntegration:
Detailed Description
Gauss-Gegenbauer integration.This class performs a 1-dimensional Gauss-Gegenbauer integration.
![\[ \int_{-1}^{1} f(x) \mathrm{d}x \]](form_170.png)
The weighting function is
![\[ w(x)=(1-x^2)^{\lambda-1/2} \]](form_176.png)
Public Member Functions | |
| GaussGegenbauerIntegration (Size n, Real lambda) | |
