gaussianquadratures.hpp File Reference

Integral of a 1-dimensional function using the Gauss quadratures. More...

Include dependency graph for gaussianquadratures.hpp:

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  TabulatedGaussLegendre
 tabulated Gauss-Legendre quadratures More...
 

Namespaces

 QuantLib
 

Detailed Description

Integral of a 1-dimensional function using the Gauss quadratures.