GaussLegendreIntegration Class Reference

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

Public Member Functions
GaussLegendreIntegration Class Reference

Gauss-Legendre integration. More...

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

Inheritance diagram for GaussLegendreIntegration:
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## Public Member Functions
| GaussLegendreIntegration (Size n)

## Detailed Description

Gauss-Legendre integration.

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

The weighting function is