QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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 | 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 |
Integral of a 1-dimensional function using the Gauss quadratures.
Definition in file gaussianquadratures.hpp.