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

| Public Member Functions | |
| GaussHyperbolicIntegration (Size n) | |
Gauss-Hyperbolic integration.
This class performs a 1-dimensional Gauss-Hyperbolic integration.
![\[ \int_{-\inf}^{\inf} f(x) \mathrm{d}x \]](form_193.png) 
The weighting function is
![\[ w(x)=1/cosh(x) \]](form_198.png)