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

| Public Member Functions | |
| GaussGegenbauerIntegration (Size n, Real lambda) | |
Gauss-Gegenbauer integration.
This class performs a 1-dimensional Gauss-Gegenbauer integration.
![\[ \int_{-1}^{1} f(x) \mathrm{d}x \]](form_196.png) 
The weighting function is
![\[ w(x)=(1-x^2)^{\lambda-1/2} \]](form_202.png)