GaussLaguerreIntegration Class Reference
generalized Gauss-Laguerre integration More...
#include <ql/math/integrals/gaussianquadratures.hpp>
Inheritance diagram for GaussLaguerreIntegration:

Public Member Functions | |
GaussLaguerreIntegration (Size n, Real s=0.0) |
Detailed Description
generalized Gauss-Laguerre integration
This class performs a 1-dimensional Gauss-Laguerre integration.
The weighting function is
and