QuantLib_GaussJacobiIntegration

Langue: en

Autres versions - même langue

Version: 381704 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::GaussJacobiIntegration -

Gauss-Jacobi integration.

SYNOPSIS


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

Inherits QuantLib::GaussianQuadrature.

Public Member Functions


GaussJacobiIntegration (Size n, Real alpha, Real beta)

Detailed Description

Gauss-Jacobi integration.

This class performs a 1-dimensional Gauss-Jacobi integration. [ int_{-1}^{1} f(x) mathrm{d}x ] The weighting function is [ w(x;lpha,rated automatically by Doxygen for QuantLib from the source code.