GaussLaguerreIntegration Class Reference

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

Inheritance diagram for GaussLaguerreIntegration:

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Detailed Description

generalized Gauss-Laguerre integration

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

\[ \int_{0}^{\inf} f(x) \mathrm{d}x \]

The weighting function is

\[ w(x;s)=x^s \exp{-x} \]

and

\[ s > -1 \]


Public Member Functions

 GaussLaguerreIntegration (Size n, Real s=0.0)