Rechercher une page de manuel
gaussianquadratures.hpp
Langue: en
Version: 380473 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/math/integrals/gaussianquadratures.hpp -Integral of a 1-dimensional function using the Gauss quadratures.
SYNOPSIS
#include <ql/math/array.hpp>
#include <ql/math/integrals/gaussianorthogonalpolynomial.hpp>
Classes
class GaussianQuadrature
Integral of a 1-dimensional function using the Gauss quadratures method.
class GaussLaguerreIntegration
generalized Gauss-Laguerre integration
class GaussHermiteIntegration
generalized Gauss-Hermite integration
class GaussJacobiIntegration
Gauss-Jacobi integration.
class GaussHyperbolicIntegration
Gauss-Hyperbolic integration.
class GaussLegendreIntegration
Gauss-Legendre integration.
class GaussChebyshevIntegration
Gauss-Chebyshev integration.
class GaussChebyshev2ndIntegration
Gauss-Chebyshev integration (second kind).
class GaussGegenbauerIntegration
Gauss-Gegenbauer integration.
class TabulatedGaussLegendre
tabulated Gauss-Legendre quadratures
Detailed Description
Integral of a 1-dimensional function using the Gauss quadratures.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre