TabulatedGaussLegendre Class Reference

#include <ql/Math/gaussianquadratures.hpp>

List of all members.


Detailed Description

tabulated Gauss-Legendre quadratures


Public Member Functions

 TabulatedGaussLegendre (Size n=20)
template<class F>
Real operator() (const F &f) const
void order (Size)
Size order () const


QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen