piecewiseintegral.hpp File Reference

Integral of a piecewise well behaved function using a custom integrator for the pieces. It can be forced that the function is integrated only over intervals strictly not containing the critical points. More...

#include <ql/math/integrals/integral.hpp>
#include <ql/math/comparison.hpp>
#include <ql/shared_ptr.hpp>
#include <algorithm>
#include <vector>

Go to the source code of this file.

Classes
class	PiecewiseIntegral

Namespaces
namespace	QuantLib

Detailed Description

Integral of a piecewise well behaved function using a custom integrator for the pieces. It can be forced that the function is integrated only over intervals strictly not containing the critical points.

Definition in file piecewiseintegral.hpp.