QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | Protected Member Functions | List of all members
GaussLaguerreSinePolynomial< mp_real > Class Template Reference

Gauss-Laguerre Sine integration. More...

#include <ql/math/integrals/gausslaguerrecosinepolynomial.hpp>

Inherits GaussLaguerreTrigonometricBase< mp_real >.

Public Member Functions

 GaussLaguerreSinePolynomial (Real u)
 
mp_real moment (Size n) const
 
Real w (Real x) const
 

Protected Member Functions

mp_real m0 () const
 
mp_real m1 () const
 

Detailed Description

template<class mp_real>
class QuantLib::GaussLaguerreSinePolynomial< mp_real >

Gauss-Laguerre Sine integration.

This class performs a 1-dimensional Gauss-Laguerre-Cosine integration.

\[ \int_{0}^{\inf} f(x) \mathrm{d}x \]

The weighting function is

\[ w(x;u)=e^{-x}*\sin{u*x} \]