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QuantLib_GaussLaguerreIntegration
Langue: en
Version: 159766 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::GaussLaguerreIntegration - generalized Gauss-Laguerre integrationSYNOPSIS
#include <ql/math/integrals/gaussianquadratures.hpp>
Inherits QuantLib::GaussianQuadrature.
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 \
Author
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