- QuantLib
- GaussJacobiIntegration
 
Gauss-Jacobi integration. More...
#include <ql/math/integrals/gaussianquadratures.hpp>

| Public Member Functions | |
| GaussJacobiIntegration (Size n, Real alpha, Real beta) | |
Gauss-Jacobi integration.
This class performs a 1-dimensional Gauss-Jacobi integration.
![\[ \int_{-1}^{1} f(x) \mathrm{d}x \]](form_196.png) 
The weighting function is
![\[ w(x;\alpha,\beta)=(1-x)^\alpha (1+x)^\beta \]](form_197.png)