DiscreteTrapezoidIntegral Class Reference

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

Collaboration diagram for DiscreteTrapezoidIntegral:

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 28 of file discreteintegrals.cpp.

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