QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
kronrodintegral.hpp File Reference

Integral of a 1-dimensional function using the Gauss-Kronrod method. More...

#include <ql/errors.hpp>
#include <ql/types.hpp>
#include <ql/utilities/null.hpp>
#include <ql/math/integrals/integral.hpp>
#include <ql/functional.hpp>

Go to the source code of this file.

Classes

class  GaussKronrodNonAdaptive
 Integral of a 1-dimensional function using the Gauss-Kronrod methods. More...
 
class  GaussKronrodAdaptive
 Integral of a 1-dimensional function using the Gauss-Kronrod methods. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Integral of a 1-dimensional function using the Gauss-Kronrod method.

Definition in file kronrodintegral.hpp.