gausslobattointegral.hpp

Langue: en

Autres versions - même langue

Version: 166739 (fedora - 05/07/09)

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

Generated automatically by Doxygen for QuantLib from the source code.