QuantLib: GaussGegenbauerIntegration Class Reference

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

# GaussGegenbauerIntegration Class Reference

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

Inheritance diagram for GaussGegenbauerIntegration:

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## Detailed Description

Gauss-Gegenbauer integration.

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

The weighting function is

## Public Member Functions
| GaussGegenbauerIntegration (Size n, Real lambda)