PiecewiseIntegral Class Reference

#include <ql/experimental/math/piecewiseintegral.hpp>

Inheritance diagram for PiecewiseIntegral:

Collaboration diagram for PiecewiseIntegral:

Public Member Functions
	PiecewiseIntegral (ext::shared_ptr< Integrator > integrator, std::vector< Real > criticalPoints, bool avoidCriticalPoints=true)
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

Private Member Functions
Real	integrate_h (const ext::function< Real(Real)> &f, Real a, Real b) const

Private Attributes
const ext::shared_ptr< Integrator >	integrator_
std::vector< Real >	criticalPoints_
const Real	eps_

Detailed Description

Definition at line 38 of file piecewiseintegral.hpp.

Constructor & Destructor Documentation

PiecewiseIntegral()

PiecewiseIntegral	(	ext::shared_ptr< Integrator >	integrator,
		std::vector< Real >	criticalPoints,
		bool	avoidCriticalPoints = true
	)

Definition at line 26 of file piecewiseintegral.cpp.

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Member Function Documentation

integrate()

Real integrate ( const ext::function< Real(Real)> &  f, Real  a, Real  b  ) const

overrideprotectedvirtual

Implements Integrator.

Definition at line 66 of file piecewiseintegral.hpp.

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integrate_h()

Real integrate_h ( const ext::function< Real(Real)> &  f, Real  a, Real  b  ) const

private

Definition at line 57 of file piecewiseintegral.hpp.

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Member Data Documentation

integrator_

const ext::shared_ptr<Integrator> integrator_

private

Definition at line 50 of file piecewiseintegral.hpp.

criticalPoints_

std::vector<Real> criticalPoints_

private

Definition at line 51 of file piecewiseintegral.hpp.

eps_

const Real eps_

private

Definition at line 52 of file piecewiseintegral.hpp.