QuantLib: C:/dev/QuantLib/ql/math/integrals/simpsonintegral.hpp File Reference

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QuantLib: a free/open-source library for quantitative finance

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integral of a one-dimensional function using Simpson formula More...

#include <ql/math/integrals/trapezoidintegral.hpp>

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Classes
class	SimpsonIntegral
	Integral of a one-dimensional function. More...

Namespaces
namespace	QuantLib

Detailed Description

integral of a one-dimensional function using Simpson formula

Definition in file simpsonintegral.hpp.