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…

Author

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Info

Fri Sep 23 2016 Version 1.8.1 QuantLib