QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Classes | Namespaces
gausslobattointegral.hpp File Reference

integral of a one-dimensional function using the adaptive Gauss-Lobatto integral More...

#include <ql/errors.hpp>
#include <ql/utilities/null.hpp>
#include <ql/math/integrals/integral.hpp>

Go to the source code of this file.

Classes

class  GaussLobattoIntegral
 Integral of a one-dimensional function. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

integral of a one-dimensional function using the adaptive Gauss-Lobatto integral

Definition in file gausslobattointegral.hpp.