QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
GaussLegendreIntegration Member List

This is the complete list of members for GaussLegendreIntegration, including all inherited members.

GaussianQuadrature(Size n, const GaussianOrthogonalPolynomial &p) (defined in GaussianQuadrature)GaussianQuadrature
GaussLegendreIntegration(Size n) (defined in GaussLegendreIntegration)GaussLegendreIntegration
operator()(const F &f) const (defined in GaussianQuadrature)GaussianQuadrature
order() const (defined in GaussianQuadrature)GaussianQuadrature
w_ (defined in GaussianQuadrature)GaussianQuadratureprotected
weights() (defined in GaussianQuadrature)GaussianQuadrature
x() (defined in GaussianQuadrature)GaussianQuadrature
x_ (defined in GaussianQuadrature)GaussianQuadratureprotected