QuantLib 0.3.11
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Reference manual
GaussJacobiIntegration Class Reference
#include <ql/Math/gaussianquadratures.hpp>
Inheritance diagram for GaussJacobiIntegration:
Detailed Description
Gauss-Jacobi integration.This class performs a 1-dimensional Gauss-Jacobi integration.
![\[ \int_{-1}^{1} f(x) \mathrm{d}x \]](form_170.png)
The weighting function is
![\[ w(x;\alpha,\beta)=(1-x)^\alpha (1+x)^\beta \]](form_171.png)
Public Member Functions | |
| GaussJacobiIntegration (Size n, Real alpha, Real beta) | |
