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QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ql
math
integrals
segmentintegral.cpp
Go to the documentation of this file.
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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#include <
ql/math/integrals/segmentintegral.hpp
>
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namespace
QuantLib
{
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SegmentIntegral::SegmentIntegral
(
Size
intervals)
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:
Integrator
(1, 1), intervals_(intervals) {
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QL_REQUIRE
(intervals > 0,
"at least 1 interval needed, 0 given"
);
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}
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}
QuantLib::Integrator
Definition:
integral.hpp:30
QuantLib::SegmentIntegral::SegmentIntegral
SegmentIntegral(Size intervals)
Definition:
segmentintegral.cpp:24
QL_REQUIRE
#define QL_REQUIRE(condition, message)
throw an error if the given pre-condition is not verified
Definition:
errors.hpp:117
QuantLib::Size
std::size_t Size
size of a container
Definition:
types.hpp:58
QuantLib
Definition:
any.hpp:35
segmentintegral.hpp
Integral of a one-dimensional function using segment algorithm.
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