### A free/open-source library for quantitative finance

Classes
ql/math/integrals/gaussianquadratures.hpp File Reference

Integral of a 1-dimensional function using the Gauss quadratures. More...

`#include <ql/math/array.hpp>`
`#include <ql/math/integrals/gaussianorthogonalpolynomial.hpp>`
Include dependency graph for gaussianquadratures.hpp:

## Classes

class | GaussianQuadrature
| Integral of a 1-dimensional function using the Gauss quadratures method. More...
class | GaussLaguerreIntegration
| generalized Gauss-Laguerre integration More...
class | GaussHermiteIntegration
| generalized Gauss-Hermite integration More...
class | GaussJacobiIntegration
| Gauss-Jacobi integration. More...
class | GaussHyperbolicIntegration
| Gauss-Hyperbolic integration. More...
class | GaussLegendreIntegration
| Gauss-Legendre integration. More...
class | GaussChebyshevIntegration
| Gauss-Chebyshev integration. More...
class | GaussChebyshev2ndIntegration
| Gauss-Chebyshev integration (second kind) More...
class | GaussGegenbauerIntegration
| Gauss-Gegenbauer integration. More...
class | TabulatedGaussLegendre
| tabulated Gauss-Legendre quadratures More...

## Detailed Description

Integral of a 1-dimensional function using the Gauss quadratures.