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

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