GaussJacobiIntegration Class Reference

#include <ql/math/integrals/gaussianquadratures.hpp>

Inheritance diagram for GaussJacobiIntegration:

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Detailed Description

Gauss-Jacobi integration.

This class performs a 1-dimensional Gauss-Jacobi integration.

\[ \int_{-1}^{1} f(x) \mathrm{d}x \]

The weighting function is

\[ w(x;\alpha,\beta)=(1-x)^\alpha (1+x)^\beta \]


Public Member Functions

 GaussJacobiIntegration (Size n, Real alpha, Real beta)