QuantLib_TabulatedGaussLegendre

Langue: en

Autres versions - même langue

Version: 379851 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::TabulatedGaussLegendre -

tabulated Gauss-Legendre quadratures

SYNOPSIS


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

Public Member Functions


TabulatedGaussLegendre (Size n=20)

template<class F > Real operator() (const F &f) const

void order (Size)

Size order () const

Detailed Description

tabulated Gauss-Legendre quadratures

Author

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