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

| Public Member Functions | |
| GaussChebyshevIntegration (Size n) | |
Gauss-Chebyshev integration.
This class performs a 1-dimensional Gauss-Chebyshev integration.
![\[ \int_{-1}^{1} f(x) \mathrm{d}x \]](form_196.png) 
The weighting function is
![\[ w(x)=(1-x^2)^{-1/2} \]](form_200.png)