quantlib.pricingengines.vanilla.analytic_heston_engine.Integration¶
- class Integration¶
Bases:
object- __init__()¶
Methods
__init__()gaussChebyshev(Size integration_order=128)gaussLaguerre(Size integration_order=128)gaussLegendre(Size integration_order=128)gaussLobatto(Real rel_tolerance, ...)- static gaussChebyshev(Size integration_order=128)¶
- static gaussLaguerre(Size integration_order=128)¶
- static gaussLegendre(Size integration_order=128)¶
- static gaussLobatto(Real rel_tolerance, Real abs_tolerance, Size max_evaluations=10000)¶