QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
discreteintegrals.hpp File Reference

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
 

Detailed Description

integrals on non uniform grids

Definition in file discreteintegrals.hpp.