QuantLib_DiscreteTrapezoidIntegral man page

DiscreteTrapezoidIntegral

Synopsis

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

Public Member Functions

Real operator() (const Array &x, const Array &f) const

Detailed Description

References: Levy, D. Numerical Integration http://www2.math.umd.edu/~dlevy/classes/amsc466/lecture-notes/integration-chap.pdf

Author

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Info

Fri Jun 2 2017 Version 1.10 QuantLib