QuantLib_GaussLaguerreIntegration

Langue: en

Autres versions - même langue

Version: 159766 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::GaussLaguerreIntegration - generalized Gauss-Laguerre integration

SYNOPSIS


#include <ql/math/integrals/gaussianquadratures.hpp>

Inherits QuantLib::GaussianQuadrature.

Public Member Functions


GaussLaguerreIntegration (Size n, Real s=0.0)

Detailed Description

generalized Gauss-Laguerre integration

This class performs a 1-dimensional Gauss-Laguerre integration. \ The weighting function is \ and \

Author

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