GaussJacobiIntegration Class Reference
#include <ql/math/integrals/gaussianquadratures.hpp>
Inheritance diagram for GaussJacobiIntegration:

Detailed Description
Gauss-Jacobi integration.This class performs a 1-dimensional Gauss-Jacobi integration.
The weighting function is
Public Member Functions | |
GaussJacobiIntegration (Size n, Real alpha, Real beta) |