QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Public Member Functions | List of all members
GaussLaguerreIntegration Class Reference

generalized Gauss-Laguerre integration More...

#include <gaussianquadratures.hpp>

+ Inheritance diagram for GaussLaguerreIntegration:
+ Collaboration diagram for GaussLaguerreIntegration:

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 Arrayweights ()
 
const Arrayx ()
 

Additional Inherited Members

- Protected Attributes inherited from GaussianQuadrature
Array x_
 
Array w_
 

Detailed Description

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.

Constructor & Destructor Documentation

◆ GaussLaguerreIntegration()

GaussLaguerreIntegration ( Size  n,
Real  s = 0.0 
)
explicit

Definition at line 93 of file gaussianquadratures.hpp.