QuantLib_SimpsonIntegral (3) - Linux Manuals

QuantLib_SimpsonIntegral: Integral of a one-dimensional function.

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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