Searched refs:gaussChebyshev (Results 1 – 3 of 3) sorted by relevance
197 static Integration gaussChebyshev (Size integrationOrder = 128);
795 AnalyticHestonEngine::Integration::gaussChebyshev(Size intOrder) { in gaussChebyshev() function in QuantLib::AnalyticHestonEngine::Integration
939 AnalyticHestonEngine::Integration::gaussChebyshev(512))); in testDifferentIntegrals()1744 AnalyticHestonEngine::Integration::gaussChebyshev(512), in testAllIntegrationMethods()1750 AnalyticHestonEngine::Integration::gaussChebyshev(512), in testAllIntegrationMethods()1756 AnalyticHestonEngine::Integration::gaussChebyshev(512), in testAllIntegrationMethods()