QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Protected Member Functions | List of all members
SimpsonIntegral Class Reference

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

#include <simpsonintegral.hpp>

+ Inheritance diagram for SimpsonIntegral:
+ Collaboration diagram for SimpsonIntegral:

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
 

Detailed Description

Integral of a one-dimensional function.

Tests:
the correctness of the result is tested by checking it against known good values.

Definition at line 36 of file simpsonintegral.hpp.

Constructor & Destructor Documentation

◆ SimpsonIntegral()

SimpsonIntegral ( Real  accuracy,
Size  maxIterations 
)

Definition at line 38 of file simpsonintegral.hpp.

Member Function Documentation

◆ integrate()

Real integrate ( const ext::function< Real(Real)> &  f,
Real  a,
Real  b 
) const
overrideprotectedvirtual

Implements Integrator.

Definition at line 42 of file simpsonintegral.hpp.

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