QuantLib 0.3.11 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Configuration Usage Frequently asked questions Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

ql/Math/gaussianquadratures.hpp File Reference Detailed Description Integral of a 1-dimensional function using the Gauss quadratures. #include <ql/Math/array.hpp> #include <ql/Math/gaussianorthogonalpolynomial.hpp> Include dependency graph for gaussianquadratures.hpp: Namespaces namespace   QuantLib Classes class   GaussianQuadrature   Integral of a 1-dimensional function using the Gauss quadratures method. More... class   GaussLaguerreIntegration   generalized Gauss-Laguerre integration More... class   GaussHermiteIntegration   generalized Gauss-Hermite integration More... class   GaussJacobiIntegration   Gauss-Jacobi integration. More... class   GaussHyperbolicIntegration   Gauss-Hyperbolic integration. More... class   GaussLegendreIntegration   Gauss-Legendre integration. More... class   GaussChebyshevIntegration   Gauss-Chebyshev integration. More... class   GaussChebyshev2thIntegration   Gauss-Chebyshev integration second kind. More... class   GaussGegenbauerIntegration   Gauss-Gegenbauer integration. More... class   TabulatedGaussLegendre   tabulated Gauss-Legendre quadratures More...

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