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simpsonintegral.hpp File Reference


Detailed Description

integral of a one-dimensional function using Simpson formula

Definition in file simpsonintegral.hpp.

#include <ql/math/integrals/trapezoidintegral.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::SimpsonIntegral
 Integral of a one-dimensional function. More...


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