DiscreteSimpsonIntegrator Class Reference

#include <ql/math/integrals/discreteintegrals.hpp>

Inheritance diagram for DiscreteSimpsonIntegrator:

Collaboration diagram for DiscreteSimpsonIntegrator:

Public Member Functions
	DiscreteSimpsonIntegrator (Size evaluations)
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 Integrator
void	setAbsoluteError (Real error) const
void	setNumberOfEvaluations (Size evaluations) const
void	increaseNumberOfEvaluations (Size increase) const

Detailed Description

Definition at line 56 of file discreteintegrals.hpp.

Constructor & Destructor Documentation

DiscreteSimpsonIntegrator()

DiscreteSimpsonIntegrator ( Size  evaluations )

explicit

Definition at line 58 of file discreteintegrals.hpp.

Member Function Documentation

integrate()

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

overrideprotectedvirtual

Implements Integrator.

Definition at line 81 of file discreteintegrals.cpp.

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