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QuantLib::SimpsonIntegral Class Reference

#include <simpsonintegral.hpp>

Inheritance diagram for QuantLib::SimpsonIntegral:

QuantLib::TrapezoidIntegral< IntegrationPolicy >

List of all members.

Detailed Description

Integral of a one-dimensional function.

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

Definition at line 36 of file simpsonintegral.hpp.

Public Member Functions

Real absoluteError () const
virtual bool integrationSuccess () const
Size numberOfEvaluations () const
Real operator() (const boost::function< Real(Real)> &f, Real a, Real b) const
 SimpsonIntegral (Real accuracy, Size maxIterations)
Real absoluteAccuracy () const
Size maxEvaluations () const
void setAbsoluteAccuracy (Real)
void setMaxEvaluations (Size)

Protected Member Functions

void increaseNumberOfEvaluations (Size increase) const
Real integrate (const boost::function< Real(Real)> &f, Real a, Real b) const
void setAbsoluteError (Real error) const
void setNumberOfEvaluations (Size evaluations) const

The documentation for this class was generated from the following file:

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