QuantLib_SimpsonIntegral

Langue: en

Autres versions - même langue

Version: 374318 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::SimpsonIntegral -

Integral of a one-dimensional function.

SYNOPSIS


#include <ql/math/integrals/simpsonintegral.hpp>

Inherits TrapezoidIntegral< Default >.

Public Member Functions


SimpsonIntegral (Real accuracy, Size maxIterations)

Protected Member Functions


Real integrate (const boost::function< Real(Real)> &f, Real a, Real b) const

Detailed Description

Integral of a one-dimensional function.

Tests

the correctness of the result is tested by checking it against known good values.

Author

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