QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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TabulatedGaussLegendre Class Reference

tabulated Gauss-Legendre quadratures More...

#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