QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
generalized Gauss-Laguerre integration More...
#include <gaussianquadratures.hpp>
Public Member Functions | |
GaussLaguerreIntegration (Size n, Real s=0.0) | |
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 Array & | weights () |
const Array & | x () |
Additional Inherited Members | |
Protected Attributes inherited from GaussianQuadrature | |
Array | x_ |
Array | w_ |
generalized Gauss-Laguerre integration
This class performs a 1-dimensional Gauss-Laguerre integration.
\[ \int_{0}^{\inf} f(x) \mathrm{d}x \]
The weighting function is
\[ w(x;s)=x^s \exp{-x} \]
and
\[ s > -1 \]
Definition at line 91 of file gaussianquadratures.hpp.
|
explicit |
Definition at line 93 of file gaussianquadratures.hpp.