GaussHermiteIntegration Class Reference

### A free/open-source library for quantitative finance

Public Member Functions
GaussHermiteIntegration Class Reference

generalized Gauss-Hermite integration More...

`#include <ql/math/integrals/gaussianquadratures.hpp>`

Inheritance diagram for GaussHermiteIntegration:
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## Public Member Functions
| GaussHermiteIntegration (Size n, Real mu=0.0)

## Detailed Description

generalized Gauss-Hermite integration

This class performs a 1-dimensional Gauss-Hermite integration.

The weighting function is

and