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Searched refs:GaussChebyshev (Results 1 – 2 of 2) sorted by relevance

/dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/vanilla/
H A Danalytichestonengine.hpp236 GaussChebyshev, GaussChebyshev2nd }; enumerator
H A Danalytichestonengine.cpp796 return Integration(GaussChebyshev, in gaussChebyshev()
852 case GaussChebyshev: in calculate()