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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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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 |
tabulated Gauss-Legendre quadratures