GaussHyperbolicIntegration Class Reference

Gauss-Hyperbolic integration. More...

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

Inheritance diagram for GaussHyperbolicIntegration:

List of all members.

Public Member Functions

 GaussHyperbolicIntegration (Size n)

Detailed Description

Gauss-Hyperbolic integration.

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

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

The weighting function is

\[ w(x)=1/cosh(x) \]