GaussGegenbauerIntegration Class Reference

Gauss-Gegenbauer integration. More...

#include <ql/math/integrals/gaussianquadratures.hpp>

Inheritance diagram for GaussGegenbauerIntegration:

Public Member Functions
	GaussGegenbauerIntegration (Size n, Real lambda)

Public Member Functions inherited from GaussianQuadrature
	GaussianQuadrature (Size n, const GaussianOrthogonalPolynomial &p)

template<class F >
Real	operator() (const F &f) const

Size	order () const

const Array &	weights ()

const Array &	x ()

Detailed Description

Gauss-Gegenbauer integration.

This class performs a 1-dimensional Gauss-Gegenbauer integration.

$\int_{-1}^{1} f(x) \mathrm{d}x$

The weighting function is

$w(x)=(1-x^2)^{\lambda-1/2}$