QuantLib_GaussLaguerreIntegration

Langue: en

Autres versions - même langue

Version: 377499 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::GaussLaguerreIntegration -

generalized Gauss-Laguerre integration

SYNOPSIS


#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. [ int_{0}^{inf} f(x) mathrm{d}x ] The weighting function is [ w(x;s)=x^s \xp{-x} ] and [ s > -1 ]

Author

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