- QuantLib
- GaussHermiteIntegration
| GaussHermiteIntegration(Size n, Real mu=0.0) (defined in GaussHermiteIntegration) | GaussHermiteIntegration | |
| GaussianQuadrature(Size n, const GaussianOrthogonalPolynomial &p) (defined in GaussianQuadrature) | GaussianQuadrature | |
| operator()(const F &f) const (defined in GaussianQuadrature) | GaussianQuadrature | |
| order() const (defined in GaussianQuadrature) | GaussianQuadrature | |
| weights() (defined in GaussianQuadrature) | GaussianQuadrature | |
| x() (defined in GaussianQuadrature) | GaussianQuadrature |