QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | List of all members
TabulatedGaussLegendre Class Reference

tabulated Gauss-Legendre quadratures More...

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

Public Member Functions

 TabulatedGaussLegendre (Size n=20)
 
template<class F >
Real operator() (const F &f) const
 
void order (Size)
 
Size order () const
 

Detailed Description

tabulated Gauss-Legendre quadratures