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gausslobattointegral.hpp
Langue: en
Version: 381031 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/math/integrals/gausslobattointegral.hpp -integral of a one-dimensional function using the adaptive Gauss-Lobatto integral
SYNOPSIS
#include <ql/errors.hpp>
#include <ql/utilities/null.hpp>
#include <ql/math/integrals/integral.hpp>
Classes
class GaussLobattoIntegral
Integral of a one-dimensional function.
Detailed Description
integral of a one-dimensional function using the adaptive Gauss-Lobatto integral
Author
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