QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Integral of a one-dimensional function. More...
#include <simpsonintegral.hpp>
Public Member Functions | |
SimpsonIntegral (Real accuracy, Size maxIterations) | |
Public Member Functions inherited from TrapezoidIntegral< Default > | |
TrapezoidIntegral (Real accuracy, Size maxIterations) | |
Public Member Functions inherited from Integrator | |
Integrator (Real absoluteAccuracy, Size maxEvaluations) | |
virtual | ~Integrator ()=default |
Real | operator() (const ext::function< Real(Real)> &f, Real a, Real b) const |
void | setAbsoluteAccuracy (Real) |
void | setMaxEvaluations (Size) |
Real | absoluteAccuracy () const |
Size | maxEvaluations () const |
Real | absoluteError () const |
Size | numberOfEvaluations () const |
virtual bool | integrationSuccess () const |
Protected Member Functions | |
Real | integrate (const ext::function< Real(Real)> &f, Real a, Real b) const override |
Protected Member Functions inherited from TrapezoidIntegral< Default > | |
Real | integrate (const ext::function< Real(Real)> &f, Real a, Real b) const override |
Protected Member Functions inherited from Integrator | |
void | setAbsoluteError (Real error) const |
void | setNumberOfEvaluations (Size evaluations) const |
void | increaseNumberOfEvaluations (Size increase) const |
Integral of a one-dimensional function.
Definition at line 36 of file simpsonintegral.hpp.
SimpsonIntegral | ( | Real | accuracy, |
Size | maxIterations | ||
) |
Definition at line 38 of file simpsonintegral.hpp.
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overrideprotectedvirtual |
Implements Integrator.
Definition at line 42 of file simpsonintegral.hpp.