QuantLib_GaussJacobiIntegration

Langue: en

Autres versions - même langue

Version: 168127 (fedora - 05/07/09)

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. \ The weighting function is \

Author

Generated automatically by Doxygen for QuantLib from the source code.