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QuantLib_GaussJacobiIntegration
Langue: en
Version: 381704 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::GaussJacobiIntegration -Gauss-Jacobi integration.
SYNOPSIS
#include <ql/math/integrals/gaussianquadratures.hpp>
Inherits QuantLib::GaussianQuadrature.
Public Member Functions
GaussJacobiIntegration (Size n, Real alpha, Real beta)
Detailed Description
Gauss-Jacobi integration.
This class performs a 1-dimensional Gauss-Jacobi integration. [ int_{-1}^{1} f(x) mathrm{d}x ] The weighting function is [ w(x;lpha,rated automatically by Doxygen for QuantLib from the source code.
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