- QuantLib
- GaussLaguerreIntegration
 
generalized Gauss-Laguerre integration More...
#include <ql/math/integrals/gaussianquadratures.hpp>

| Public Member Functions | |
| GaussLaguerreIntegration (Size n, Real s=0.0) | |
generalized Gauss-Laguerre integration
This class performs a 1-dimensional Gauss-Laguerre integration.
![\[ \int_{0}^{\inf} f(x) \mathrm{d}x \]](form_190.png) 
The weighting function is
![\[ w(x;s)=x^s \exp{-x} \]](form_191.png) 
and
![\[ s > -1 \]](form_192.png)