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QuantLib_GaussHyperbolicIntegration
Langue: en
Version: 383422 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::GaussHyperbolicIntegration -Gauss-Hyperbolic integration.
SYNOPSIS
#include <ql/math/integrals/gaussianquadratures.hpp>
Inherits QuantLib::GaussianQuadrature.
Public Member Functions
GaussHyperbolicIntegration (Size n)
Detailed Description
Gauss-Hyperbolic integration.
This class performs a 1-dimensional Gauss-Hyperbolic integration. [ int_{-inf}^{inf} f(x) mathrm{d}x ] The weighting function is [ w(x)=1/cosh(x) ]
Author
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