- QuantLib
- GaussGegenbauerIntegration
Gauss-Gegenbauer integration. More...
#include <ql/math/integrals/gaussianquadratures.hpp>

Public Member Functions | |
| GaussGegenbauerIntegration (Size n, Real lambda) | |
Gauss-Gegenbauer integration.
This class performs a 1-dimensional Gauss-Gegenbauer integration.
The weighting function is