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FeynmanKacGaussLegendreDegree Property
The number of quadrature points used in the Gauss-Legendre quadrature formula.

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
public int GaussLegendreDegree { get; set; }

Property Value

Type: Int32
An int scalar, the degree of the polynomial used in the Gauss-Legendre quadrature.

Default: GaussLegendreDegree = 6.

Remarks
It is required that the degree of the polynomial is greater than or equal to 6.
See Also