QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces | Typedefs
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  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.