QuantLib_GaussChebyshevIntegration (3) - Linux Manuals
QuantLib_GaussChebyshevIntegration: Gauss-Chebyshev integration.
NAME
QuantLib::GaussChebyshevIntegration - Gauss-Chebyshev integration.
SYNOPSIS
#include <ql/math/integrals/gaussianquadratures.hpp>
Inherits QuantLib::GaussianQuadrature.
Public Member Functions
GaussChebyshevIntegration (Size n)
Detailed Description
Gauss-Chebyshev integration.
This class performs a 1-dimensional Gauss-Chebyshev integration. [ int_{-1}^{1} f(x) mathrm{d}x ] The weighting function is [ w(x)=(1-x^2)^{-1/2} ]
Author
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