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QuantLib_GaussChebyshev2thIntegration
Langue: en
Version: 155373 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::GaussChebyshev2thIntegration - Gauss-Chebyshev integration (second kind).SYNOPSIS
#include <ql/math/integrals/gaussianquadratures.hpp>
Inherits QuantLib::GaussianQuadrature.
Public Member Functions
GaussChebyshev2thIntegration (Size n)
Detailed Description
Gauss-Chebyshev integration (second kind).
This class performs a 1-dimensional Gauss-Chebyshev integration. \ The weighting function is \
Author
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