- QuantLib
- GaussJacobiIntegration
Gauss-Jacobi integration. More...
#include <ql/math/integrals/gaussianquadratures.hpp>
Public Member Functions | |
GaussJacobiIntegration (Size n, Real alpha, Real beta) |
Gauss-Jacobi integration.
This class performs a 1-dimensional Gauss-Jacobi integration.
The weighting function is