- QuantLib
- GaussJacobiIntegration
Gauss-Jacobi integration. More...
#include <ql/math/integrals/gaussianquadratures.hpp>

Public Member Functions | |
| GaussJacobiIntegration (Size n, Real alpha, Real beta) | |
Gauss-Jacobi integration.
This class performs a 1-dimensional Gauss-Jacobi integration.
The weighting function is