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 ()

Additional Inherited Members
Protected Attributes inherited from GaussianQuadrature
Array	x_
Array	w_

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

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