SimpsonIntegral (3) Linux Manual Page
QuantLib::SimpsonIntegral – Integral of a one-dimensional function.
Synopsis
#include <ql/math/integrals/simpsonintegral.hpp>
Inherits TrapezoidIntegral< Default >.
Public Member Functions
SimpsonIntegral (Real accuracy, Size maxIterations)
Protected Member Functions
Real integrate (const boost::function< Real(Real)> &f, Real a, Real b) const
Detailed Description
Integral of a one-dimensional function.
Tests
- the correctness of the result is tested by checking it against known good values.
Author
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