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