QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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 |
Integral of a 1-dimensional function using the Gauss-Kronrod method.
Definition in file kronrodintegral.hpp.