ql/math/integrals/gaussianquadratures.hpp File Reference


Detailed Description

Integral of a 1-dimensional function using the Gauss quadratures.

#include <ql/math/array.hpp>
#include <ql/math/integrals/gaussianorthogonalpolynomial.hpp>

Include dependency graph for gaussianquadratures.hpp:


Namespaces

namespace  QuantLib

Classes

class  GaussianQuadrature
 Integral of a 1-dimensional function using the Gauss quadratures method. More...
class  GaussLaguerreIntegration
 generalized Gauss-Laguerre integration More...
class  GaussHermiteIntegration
 generalized Gauss-Hermite integration More...
class  GaussJacobiIntegration
 Gauss-Jacobi integration. More...
class  GaussHyperbolicIntegration
 Gauss-Hyperbolic integration. More...
class  GaussLegendreIntegration
 Gauss-Legendre integration. More...
class  GaussChebyshevIntegration
 Gauss-Chebyshev integration. More...
class  GaussChebyshev2thIntegration
 Gauss-Chebyshev integration (second kind). More...
class  GaussGegenbauerIntegration
 Gauss-Gegenbauer integration. More...
class  TabulatedGaussLegendre
 tabulated Gauss-Legendre quadratures More...