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... |