A free/open-source library for quantitative finance
Version 0.9.7
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QuantLib
::
GaussChebyshev2thPolynomial
GaussChebyshev2thPolynomial Class Reference
Gauss-Chebyshev polynomial (second kind).
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#include <ql/math/integrals/gaussianorthogonalpolynomial.hpp>
Inheritance diagram for GaussChebyshev2thPolynomial:
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Detailed Description
Gauss-Chebyshev polynomial (second kind).