QuantLib 0.3.11
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GaussLegendreIntegration Class Reference
#include <ql/Math/gaussianquadratures.hpp>
Inheritance diagram for GaussLegendreIntegration:
Detailed Description
Gauss-Legendre integration.This class performs a 1-dimensional Gauss-Legendre integration.
![\[ \int_{-1}^{1} f(x) \mathrm{d}x \]](form_170.png)
The weighting function is
![\[ w(x)=1 \]](form_173.png)
Public Member Functions | |
| GaussLegendreIntegration (Size n) | |
