QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
integrals on non uniform grids More...
#include <ql/math/array.hpp>
#include <ql/math/integrals/integral.hpp>
#include <ql/utilities/null.hpp>
Go to the source code of this file.
Classes | |
class | DiscreteTrapezoidIntegral |
class | DiscreteSimpsonIntegral |
class | DiscreteTrapezoidIntegrator |
class | DiscreteSimpsonIntegrator |
Namespaces | |
namespace | QuantLib |
integrals on non uniform grids
Definition in file discreteintegrals.hpp.