GaussLaguerreIntegration Class Reference

generalized Gauss-Laguerre integration More...

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

Inheritance diagram for GaussLaguerreIntegration:

Public Member Functions
	GaussLaguerreIntegration (Size n, Real s=0.0)

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

generalized Gauss-Laguerre integration

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

$\int_{0}^{\inf} f(x) \mathrm{d}x$

The weighting function is

$w(x;s)=x^s \exp{-x}$

and

$s > -1$