QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
segmentintegral.hpp File Reference

Integral of a one-dimensional function using segment algorithm. More...

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

Go to the source code of this file.

Classes

class  SegmentIntegral
 Integral of a one-dimensional function. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Integral of a one-dimensional function using segment algorithm.

Definition in file segmentintegral.hpp.