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Searched refs:gaussChebyshev2nd (Results 1 – 3 of 3) sorted by relevance

/dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/vanilla/
H A Danalytichestonengine.hpp198 static Integration gaussChebyshev2nd(Size integrationOrder = 128);
H A Danalytichestonengine.cpp802 AnalyticHestonEngine::Integration::gaussChebyshev2nd(Size intOrder) { in gaussChebyshev2nd() function in QuantLib::AnalyticHestonEngine::Integration
/dports/finance/quantlib/QuantLib-1.20/test-suite/
H A Dhestonmodel.cpp943 AnalyticHestonEngine::Integration::gaussChebyshev2nd(512))); in testDifferentIntegrals()
1763 AnalyticHestonEngine::Integration::gaussChebyshev2nd(512), in testAllIntegrationMethods()
1770 AnalyticHestonEngine::Integration::gaussChebyshev2nd(512), in testAllIntegrationMethods()
1777 AnalyticHestonEngine::Integration::gaussChebyshev2nd(512), in testAllIntegrationMethods()