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

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