GaussLegendreIntegration Class Reference

Gauss-Legendre integration. More...

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

Inheritance diagram for GaussLegendreIntegration:

Public Member Functions
	GaussLegendreIntegration (Size n)
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

Gauss-Legendre integration.

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

\[\int_{-1}^{1} f(x) \mathrm{d}x \]

The weighting function is

\[ w(x)=1 \]