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)
Public Member Functions inherited from GaussianQuadrature
	GaussianQuadrature (Size n, const GaussianOrthogonalPolynomial &p)
template<class F>
Real	operator() (const F &f) const
Size	order () const
const Array &	weights ()
const Array &	x ()

Additional Inherited Members
Protected Attributes inherited from GaussianQuadrature
Array	x_
Array	w_

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

\[ w(x;s)=x^s \exp{-x} \]

and

\[ s > -1 \]