QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | List of all members
DiscreteTrapezoidIntegral Class Reference

#include <discreteintegrals.hpp>

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Public Member Functions

Real operator() (const Array &x, const Array &f) const
 

Detailed Description

References: Levy, D. Numerical Integration http://www2.math.umd.edu/~dlevy/classes/amsc466/lecture-notes/integration-chap.pdf

Definition at line 37 of file discreteintegrals.hpp.

Member Function Documentation

◆ operator()()

Real operator() ( const Array x,
const Array f 
) const

Definition at line 24 of file discreteintegrals.cpp.

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