gaussianquadratures.hpp File Reference

Integral of a 1-dimensional function using the Gauss quadratures. More...

#include <ql/math/array.hpp>
#include <ql/math/integrals/integral.hpp>
#include <ql/math/integrals/gaussianorthogonalpolynomial.hpp>

Go to the source code of this file.

Classes
class	GaussianQuadrature
	Integral of a 1-dimensional function using the Gauss quadratures method. More...
class	MultiDimGaussianIntegration
class	GaussLaguerreIntegration
	generalized Gauss-Laguerre integration More...
class	GaussHermiteIntegration
	generalized Gauss-Hermite integration More...
class	GaussJacobiIntegration
	Gauss-Jacobi integration. More...
class	GaussHyperbolicIntegration
	Gauss-Hyperbolic integration. More...
class	GaussLegendreIntegration
	Gauss-Legendre integration. More...
class	GaussChebyshevIntegration
	Gauss-Chebyshev integration. More...
class	GaussChebyshev2ndIntegration
	Gauss-Chebyshev integration (second kind) More...
class	GaussGegenbauerIntegration
	Gauss-Gegenbauer integration. More...
class	GaussianQuadratureIntegrator< Integration >
class	TabulatedGaussLegendre
	tabulated Gauss-Legendre quadratures More...

Namespaces
namespace	QuantLib
namespace	QuantLib::detail

Typedefs
typedef detail::GaussianQuadratureIntegrator< GaussLegendreIntegration >	GaussLegendreIntegrator
typedef detail::GaussianQuadratureIntegrator< GaussChebyshevIntegration >	GaussChebyshevIntegrator
typedef detail::GaussianQuadratureIntegrator< GaussChebyshev2ndIntegration >	GaussChebyshev2ndIntegrator

Detailed Description

Integral of a 1-dimensional function using the Gauss quadratures.

Definition in file gaussianquadratures.hpp.