- QuantLib
- GaussChebyshev2ndIntegration
Gauss-Chebyshev integration (second kind) More...
#include <ql/math/integrals/gaussianquadratures.hpp>
Public Member Functions | |
GaussChebyshev2ndIntegration (Size n) |
Gauss-Chebyshev integration (second kind)
This class performs a 1-dimensional Gauss-Chebyshev integration.
The weighting function is