NAME

ql/math/integrals/gausslobattointegral.hpp - integral of a one-dimensional function using the adaptive Gauss-Lobatto integral

SYNOPSIS


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

Classes


class GaussLobattoIntegral
Integral of a one-dimensional function.

Detailed Description

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

Author

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