QuantLib: a free/open-source library for quantitative finance
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GaussHyperbolicIntegration Class Reference

Gauss-Hyperbolic integration. More...

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

+ Inheritance diagram for GaussHyperbolicIntegration:
+ Collaboration diagram for GaussHyperbolicIntegration:

Public Member Functions

 GaussHyperbolicIntegration (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 Arrayweights ()
 
const Arrayx ()
 

Additional Inherited Members

- Protected Attributes inherited from GaussianQuadrature
Array x_
 
Array w_
 

Detailed Description

Gauss-Hyperbolic integration.

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

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

The weighting function is

\[ w(x)=1/cosh(x) \]

Definition at line 140 of file gaussianquadratures.hpp.

Constructor & Destructor Documentation

◆ GaussHyperbolicIntegration()

Definition at line 142 of file gaussianquadratures.hpp.