- QuantLib
- GaussHyperbolicIntegration
Gauss-Hyperbolic integration. More...
#include <ql/math/integrals/gaussianquadratures.hpp>
Public Member Functions | |
GaussHyperbolicIntegration (Size n) |
Gauss-Hyperbolic integration.
This class performs a 1-dimensional Gauss-Hyperbolic integration.
The weighting function is