QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <gaussianquadratures.hpp>
Public Member Functions | |
GaussianQuadratureIntegrator (Size n) | |
ext::shared_ptr< Integration > | getIntegration () const |
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 |
Private Member Functions | |
Real | integrate (const ext::function< Real(Real)> &f, Real a, Real b) const override |
Private Attributes | |
const ext::shared_ptr< Integration > | integration_ |
Additional Inherited Members | |
Protected Member Functions inherited from Integrator | |
void | setAbsoluteError (Real error) const |
void | setNumberOfEvaluations (Size evaluations) const |
void | increaseNumberOfEvaluations (Size increase) const |
Definition at line 214 of file gaussianquadratures.hpp.
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explicit |
Definition at line 64 of file gaussianquadratures.cpp.
ext::shared_ptr< Integration > getIntegration | ( | ) | const |
Definition at line 218 of file gaussianquadratures.hpp.
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overrideprivatevirtual |
Implements Integrator.
Definition at line 71 of file gaussianquadratures.cpp.
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private |
Definition at line 225 of file gaussianquadratures.hpp.