QuantLib_SimpsonIntegral man page

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

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

SimpsonIntegral(3) is an alias of QuantLib_SimpsonIntegral(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib