GaussLegendreIntegration Class Reference

Gauss-Legendre integration. More...

#include <ql/math/integrals/gaussianquadratures.hpp>

Inheritance diagram for GaussLegendreIntegration:

List of all members.

Public Member Functions

 GaussLegendreIntegration (Size n)

Detailed Description

Gauss-Legendre integration.

This class performs a 1-dimensional Gauss-Legendre integration.

\[ \int_{-1}^{1} f(x) \mathrm{d}x \]

The weighting function is

\[ w(x)=1 \]