QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Laguerre-Cosine Gaussian quadrature. More...
#include <ql/math/functional.hpp>
#include <ql/math/integrals/momentbasedgaussianpolynomial.hpp>
#include <cmath>
Go to the source code of this file.
Classes | |
class | GaussLaguerreTrigonometricBase< mp_real > |
class | GaussLaguerreCosinePolynomial< mp_real > |
Gauss-Laguerre Cosine integration. More... | |
class | GaussLaguerreSinePolynomial< mp_real > |
Gauss-Laguerre Sine integration. More... | |
Namespaces | |
namespace | QuantLib |
Laguerre-Cosine Gaussian quadrature.
Definition in file gausslaguerrecosinepolynomial.hpp.