QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <integral.hpp>
Public Member Functions | |
Integrator (Real absoluteAccuracy, Size maxEvaluations) | |
virtual | ~Integrator ()=default |
Real | operator() (const ext::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 ext::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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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.