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<h1>GaussGegenbauerIntegration Class Reference</h1><!-- doxytag: class="QuantLib::GaussGegenbauerIntegration" --><!-- doxytag: inherits="QuantLib::GaussianQuadrature" --><code>#include <ql/math/integrals/gaussianquadratures.hpp></code>
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Inheritance diagram for GaussGegenbauerIntegration:</div>
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<area shape="rect" href="class_quant_lib_1_1_gaussian_quadrature.html" title="Integral of a 1-dimensional function using the Gauss quadratures method." alt="" coords="33,7,188,33"></map>
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<a href="class_quant_lib_1_1_gauss_gegenbauer_integration-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Gauss-Gegenbauer integration.
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This class performs a 1-dimensional Gauss-Gegenbauer integration. <p class="formulaDsp">
<img class="formulaDsp" alt="\[ \int_{-1}^{1} f(x) \mathrm{d}x \]" src="form_125.png">
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The weighting function is <p class="formulaDsp">
<img class="formulaDsp" alt="\[ w(x)=(1-x^2)^{\lambda-1/2} \]" src="form_131.png">
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e6929ed5e1a0d9d3faccabffab3abd73"></a><!-- doxytag: member="QuantLib::GaussGegenbauerIntegration::GaussGegenbauerIntegration" ref="e6929ed5e1a0d9d3faccabffab3abd73" args="(Size n, Real lambda)" -->
</td><td class="memItemRight" valign="bottom"><b>GaussGegenbauerIntegration</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> n, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> lambda)</td></tr>
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