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gausslobattointegral.hpp File Reference

Detailed Description

integral of a one-dimensional function using the adaptive Gauss-Lobatto integral

Definition in file gausslobattointegral.hpp.

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

Go to the source code of this file.


namespace  QuantLib


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

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