kronrodintegral (3) - Linux Manuals

kronrodintegral: Integral of a 1-dimensional function using the Gauss-Kronrod method.

NAME

ql/math/integrals/kronrodintegral.hpp - Integral of a 1-dimensional function using the Gauss-Kronrod method.

SYNOPSIS


#include <ql/errors.hpp>
#include <ql/types.hpp>
#include <ql/utilities/null.hpp>
#include <ql/math/integrals/integral.hpp>
#include <boost/function.hpp>

Classes


class GaussKronrodNonAdaptive
Integral of a 1-dimensional function using the Gauss-Kronrod methods.
class GaussKronrodAdaptive
Integral of a 1-dimensional function using the Gauss-Kronrod methods.

Detailed Description

Integral of a 1-dimensional function using the Gauss-Kronrod method.

Author

Generated automatically by Doxygen for QuantLib from the source code.