1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
|
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=iso-8859-1">
<meta name="robots" content="none">
<title>QuantLib: GaussianQuadrature Class Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>
<div id="container">
<div id="header">
<img class="titleimage"
src="QL-title.jpg" width="212" height="47" border="0"
alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">
<h3 class="navbartitle">Version 0.3.14</h3>
<hr>
<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="overview.html">Project overview</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="faq.html">Frequently asked questions</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>
<hr>
<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="todo.html">Todo List</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="deprecated.html">Deprecated Features</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>
<div id="content">
<!--Doxygen-generated content-->
<!-- Generated by Doxygen 1.5.1 -->
<div class="nav">
<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_gaussian_quadrature.html">GaussianQuadrature</a></div>
<h1>GaussianQuadrature Class Reference</h1><!-- doxytag: class="QuantLib::GaussianQuadrature" --><code>#include <ql/Math/gaussianquadratures.hpp></code>
<p>
Inheritance diagram for GaussianQuadrature:<p><center><img src="class_quant_lib_1_1_gaussian_quadrature__inherit__graph.png" border="0" usemap="#_gaussian_quadrature__inherit__map" alt="Inheritance graph"></center>
<map name="_gaussian_quadrature__inherit__map">
<area href="class_quant_lib_1_1_gauss_chebyshev2th_integration.html" shape="rect" coords="216,6,451,30" alt="">
<area href="class_quant_lib_1_1_gauss_chebyshev_integration.html" shape="rect" coords="227,54,440,78" alt="">
<area href="class_quant_lib_1_1_gauss_gegenbauer_integration.html" shape="rect" coords="223,102,444,126" alt="">
<area href="class_quant_lib_1_1_gauss_hermite_integration.html" shape="rect" coords="237,150,429,174" alt="">
<area href="class_quant_lib_1_1_gauss_hyperbolic_integration.html" shape="rect" coords="228,198,439,222" alt="">
<area href="class_quant_lib_1_1_gauss_jacobi_integration.html" shape="rect" coords="244,246,423,270" alt="">
<area href="class_quant_lib_1_1_gauss_laguerre_integration.html" shape="rect" coords="235,294,432,318" alt="">
<area href="class_quant_lib_1_1_gauss_legendre_integration.html" shape="rect" coords="233,342,433,366" alt="">
</map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_gaussian_quadrature-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Integral of a 1-dimensional function using the Gauss quadratures method.
<p>
References: Gauss quadratures and orthogonal polynomials<p>
G.H. Gloub and J.H. Welsch: Calculation of Gauss quadrature rule. Math. Comput. 23 (1986), 221-230<p>
"Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery,<p>
<dl compact><dt><b><a class="el" href="test.html#_test000035">Tests:</a></b></dt><dd>the correctness of the result is tested by checking it against known good values. </dd></dl>
<p>
<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="09a125b1d628dba5c56286a69c43b6fd"></a><!-- doxytag: member="QuantLib::GaussianQuadrature::GaussianQuadrature" ref="09a125b1d628dba5c56286a69c43b6fd" args="(Size n, const GaussianOrthogonalPolynomial &p)" -->
</td><td class="memItemRight" valign="bottom"><b>GaussianQuadrature</b> (Size n, const <a class="el" href="class_quant_lib_1_1_gaussian_orthogonal_polynomial.html">GaussianOrthogonalPolynomial</a> &p)</td></tr>
<tr><td class="memTemplParams" nowrap colspan="2"><a class="anchor" name="9641f370403001dcbd8e5e58d495cbe7"></a><!-- doxytag: member="QuantLib::GaussianQuadrature::operator()" ref="9641f370403001dcbd8e5e58d495cbe7" args="(const F &f) const" -->
template<class F> </td></tr>
<tr><td class="memTemplItemLeft" nowrap align="right" valign="top"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memTemplItemRight" valign="bottom"><b>operator()</b> (const F &f) const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="65b77e7c95dfd0a50188ba3336db37f1"></a><!-- doxytag: member="QuantLib::GaussianQuadrature::order" ref="65b77e7c95dfd0a50188ba3336db37f1" args="() const" -->
Size </td><td class="memItemRight" valign="bottom"><b>order</b> () const</td></tr>
</table>
</div>
<div class="footer">
<table align="top" width="100%">
<tr>
<td align="middle" width="33%">
<strong>QuantLib.org</strong><br>
<a href="http://quantlib.org/">
<img src="QL-small.jpg" alt="QuantLib" align="middle" border=0>
</a>
</td>
<td align="middle" width="33%">
<strong>Hosted by</strong><br>
<a href="http://sourceforge.net"><img src=
"sfnetlogo.png" width="88" height="31"
border="0" alt="SourceForge.net Logo"></a>
</td>
<td align="middle" width="33%">
<strong>Documentation generated by</strong><br>
<a href="http://www.doxygen.org">
<img src="doxygen.png" alt="doxygen" align="middle" border=0 width=110 height=53>
</a></td>
</tr>
</table>
</div>
</div>
</body>
</html>
|
