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

integral of a one-dimensional function using the trapezoid formula More...

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

Go to the source code of this file.

Classes

class  TrapezoidIntegral< IntegrationPolicy >
 Integral of a one-dimensional function. More...
 
struct  Default
 
struct  MidPoint
 

Namespaces

namespace  QuantLib
 

Detailed Description

integral of a one-dimensional function using the trapezoid formula

Definition in file trapezoidintegral.hpp.