QuantLib_SimpsonIntegral man page

SimpsonIntegral — Integral of a one-dimensional function.  


#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.


the correctness of the result is tested by checking it against known good values.


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Referenced By

The man page SimpsonIntegral(3) is an alias of QuantLib_SimpsonIntegral(3).

Fri Sep 1 2017 Version 1.10.1 QuantLib