QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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QuantLib
SimpsonIntegral
SimpsonIntegral Member List
This is the complete list of members for
SimpsonIntegral
, including all inherited members.
absoluteAccuracy
() const
Integrator
absoluteAccuracy_
Integrator
private
absoluteError
() const
Integrator
absoluteError_
Integrator
mutable
private
evaluations_
Integrator
mutable
private
increaseNumberOfEvaluations
(Size increase) const
Integrator
protected
integrate
(const ext::function< Real(Real)> &f, Real a, Real b) const override
SimpsonIntegral
protected
virtual
integrationSuccess
() const
Integrator
virtual
Integrator
(Real absoluteAccuracy, Size maxEvaluations)
Integrator
maxEvaluations
() const
Integrator
maxEvaluations_
Integrator
private
numberOfEvaluations
() const
Integrator
operator()
(const ext::function< Real(Real)> &f, Real a, Real b) const
Integrator
setAbsoluteAccuracy
(Real)
Integrator
setAbsoluteError
(Real error) const
Integrator
protected
setMaxEvaluations
(Size)
Integrator
setNumberOfEvaluations
(Size evaluations) const
Integrator
protected
SimpsonIntegral
(Real accuracy, Size maxIterations)
SimpsonIntegral
TrapezoidIntegral
(Real accuracy, Size maxIterations)
TrapezoidIntegral< Default >
~Integrator
()=default
Integrator
virtual
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