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

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
 

Detailed Description

Laguerre-Cosine Gaussian quadrature.

Definition in file gausslaguerrecosinepolynomial.hpp.