ql/math/integrals/gaussianquadratures.hpp File Reference
Detailed Description
Integral of a 1-dimensional function using the Gauss quadratures.
#include <ql/math/array.hpp>
#include <ql/math/integrals/gaussianorthogonalpolynomial.hpp>
Include dependency graph for gaussianquadratures.hpp:

Namespaces | |
| namespace | QuantLib |
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 | GaussChebyshev2thIntegration |
| Gauss-Chebyshev integration (second kind). More... | |
| class | GaussGegenbauerIntegration |
| Gauss-Gegenbauer integration. More... | |
| class | TabulatedGaussLegendre |
| tabulated Gauss-Legendre quadratures More... | |