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kronrodintegral.hpp File Reference


Detailed Description

Integral of a 1-dimensional function using the Gauss-Kronrod method.

Definition in file kronrodintegral.hpp.

#include <ql/errors.hpp>
#include <ql/types.hpp>
#include <ql/utilities/null.hpp>
#include <ql/math/integrals/integral.hpp>
#include <boost/function.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::GaussKronrodAdaptive
 Integral of a 1-dimensional function using the Gauss-Kronrod methods. More...
class  QuantLib::GaussKronrodNonAdaptive
 Integral of a 1-dimensional function using the Gauss-Kronrod methods. More...


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