QuantLib_GaussChebyshev2ndIntegration

Langue: en

Version: 374447 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::GaussChebyshev2ndIntegration -

Gauss-Chebyshev integration (second kind).

SYNOPSIS


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

Inherits QuantLib::GaussianQuadrature.

Public Member Functions


GaussChebyshev2ndIntegration (Size n)

Detailed Description

Gauss-Chebyshev integration (second kind).

This class performs a 1-dimensional Gauss-Chebyshev integration. [ int_{-1}^{1} f(x) mathrm{d}x ] The weighting function is [ w(x)=(1-x^2)^{1/2} ]

Author

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