QuantLib_GaussChebyshev2thIntegration

Langue: en

Version: 155373 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::GaussChebyshev2thIntegration - Gauss-Chebyshev integration (second kind).

SYNOPSIS


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

Inherits QuantLib::GaussianQuadrature.

Public Member Functions


GaussChebyshev2thIntegration (Size n)

Detailed Description

Gauss-Chebyshev integration (second kind).

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

Author

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