- QuantLib
- TabulatedGaussLegendre
tabulated Gauss-Legendre quadratures More...
#include <ql/math/integrals/gaussianquadratures.hpp>
Public Member Functions | |
| TabulatedGaussLegendre (Size n=20) | |
| template<class F > | |
| Real | operator() (const F &f) const |
| void | order (Size) |
| Size | order () const |
tabulated Gauss-Legendre quadratures