- QuantLib
- GaussLaguerreIntegration
generalized Gauss-Laguerre integration More...
#include <ql/math/integrals/gaussianquadratures.hpp>

Public Member Functions | |
| GaussLaguerreIntegration (Size n, Real s=0.0) | |
generalized Gauss-Laguerre integration
This class performs a 1-dimensional Gauss-Laguerre integration.
The weighting function is
and