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QuantLib_TabulatedGaussLegendre
Langue: en
Version: 379851 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::TabulatedGaussLegendre -tabulated Gauss-Legendre quadratures
SYNOPSIS
#include <ql/math/integrals/gaussianquadratures.hpp>
Public Member Functions
TabulatedGaussLegendre (Size n=20)
template<class F > Real operator() (const F &f) const
void order (Size)
Size order () const
Detailed Description
tabulated Gauss-Legendre quadratures
Author
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