quantlib.pricingengines.vanilla.analytic_heston_engine.Integration.gaussLaguerre
¶
static
Integration.
gaussLaguerre
(
Size
integration_order=128
)
¶
Quantlib cython wrapper
Navigation
Getting started
Tutorial
User’s guide
Reference guide
Reference documentation for the
quantlib
package
How to wrap QuantLib classes with cython
Roadmap
Documentation
Related Topics
Documentation overview
Reference guide
quantlib
quantlib.pricingengines
quantlib.pricingengines.vanilla
quantlib.pricingengines.vanilla.analytic_heston_engine
Integration
Previous:
quantlib.pricingengines.vanilla.analytic_heston_engine.Integration.gaussChebyshev
Next:
quantlib.pricingengines.vanilla.analytic_heston_engine.Integration.gaussLegendre
Quick search