GaussChebyshev2ndIntegration Class Reference
Gauss-Chebyshev integration (second kind). More...
#include <ql/math/integrals/gaussianquadratures.hpp>
Inheritance diagram for GaussChebyshev2ndIntegration:

Public Member Functions | |
GaussChebyshev2ndIntegration (Size n) |
Detailed Description
Gauss-Chebyshev integration (second kind).This class performs a 1-dimensional Gauss-Chebyshev integration.
The weighting function is