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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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#include <integral.hpp>
Inheritance diagram for Integrator:
Collaboration diagram for Integrator:Public Member Functions | |
| Integrator (Real absoluteAccuracy, Size maxEvaluations) | |
| virtual | ~Integrator ()=default |
| Real | operator() (const std::function< Real(Real)> &f, Real a, Real b) const |
Modifiers | |
| void | setAbsoluteAccuracy (Real) |
| void | setMaxEvaluations (Size) |
Inspectors | |
| Real | absoluteAccuracy_ |
| Real | absoluteError_ |
| Size | maxEvaluations_ |
| Size | evaluations_ |
| Real | absoluteAccuracy () const |
| Size | maxEvaluations () const |
| Real | absoluteError () const |
| Size | numberOfEvaluations () const |
| virtual bool | integrationSuccess () const |
| virtual Real | integrate (const std::function< Real(Real)> &f, Real a, Real b) const =0 |
| void | setAbsoluteError (Real error) const |
| void | setNumberOfEvaluations (Size evaluations) const |
| void | increaseNumberOfEvaluations (Size increase) const |
Definition at line 30 of file integral.hpp.
| Integrator | ( | Real | absoluteAccuracy, |
| Size | maxEvaluations | ||
| ) |
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virtualdefault |
| void setAbsoluteAccuracy | ( | Real | accuracy | ) |
Definition at line 35 of file integral.cpp.
| void setMaxEvaluations | ( | Size | maxEvaluations | ) |
| Real absoluteAccuracy | ( | ) | const |
| Size maxEvaluations | ( | ) | const |
| Real absoluteError | ( | ) | const |
Definition at line 51 of file integral.cpp.
| Size numberOfEvaluations | ( | ) | const |
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virtual |
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protectedpure virtual |
Implemented in PiecewiseIntegral, DiscreteTrapezoidIntegrator, DiscreteSimpsonIntegrator, ExpSinhIntegral, FilonIntegral, GaussianQuadratureIntegrator< Integration >, GaussLobattoIntegral, GaussKronrodNonAdaptive, GaussKronrodAdaptive, SegmentIntegral, SimpsonIntegral, TanhSinhIntegral, TrapezoidIntegral< IntegrationPolicy >, and TrapezoidIntegral< Default >.
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protected |
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protected |
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private |
Definition at line 66 of file integral.hpp.
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mutableprivate |
Definition at line 67 of file integral.hpp.
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private |
Definition at line 68 of file integral.hpp.
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mutableprivate |
Definition at line 69 of file integral.hpp.