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
DiscreteSimpsonIntegrator Class Reference

#include <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 84 of file discreteintegrals.cpp.

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