QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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integral of a one-dimensional function using the adaptive Gauss-Lobatto integral More...
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Classes | |
class | GaussLobattoIntegral |
Integral of a one-dimensional function. More... | |
Namespaces | |
namespace | QuantLib |
integral of a one-dimensional function using the adaptive Gauss-Lobatto integral
Definition in file gausslobattointegral.hpp.