Gauss-Chebyshev integration. More...
#include <ql/math/integrals/gaussianquadratures.hpp>
Public Member Functions | |
GaussChebyshevIntegration (Size n) | |
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GaussianQuadrature (Size n, const GaussianOrthogonalPolynomial &p) | |
template<class F > | |
Real | operator() (const F &f) const |
Size | order () const |
const Array & | weights () |
const Array & | x () |
Gauss-Chebyshev integration.
This class performs a 1-dimensional Gauss-Chebyshev integration.
The weighting function is