relativeAccuracy (3) Linux Manual Page
QuantLib::GaussKronrodNonAdaptive – Integral of a 1-dimensional function using the Gauss-Kronrod methods. Synopsis #include <ql/math/integrals/kronrodintegral.hpp> Inherits QuantLib::Integrator. Public Member Functions GaussKronrodNonAdaptive (Real absoluteAccuracy, Size maxEvaluations, Real relativeAccuracy) void setRelativeAccuracy (Real) Real relativeAccuracy () const Protected Member Functions Real integrate (const boost::function< Real(Real)> &f, Real a, Real b) const Detailed Description Integral of a 1-dimensional function using…
