QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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QuantLib
FilonIntegral
FilonIntegral Member List
This is the complete list of members for
FilonIntegral
, including all inherited members.
absoluteAccuracy
() const
Integrator
absoluteAccuracy_
Integrator
private
absoluteError
() const
Integrator
absoluteError_
Integrator
mutable
private
Cosine
enum value
FilonIntegral
evaluations_
Integrator
mutable
private
FilonIntegral
(Type type, Real t, Size intervals)
FilonIntegral
increaseNumberOfEvaluations
(Size increase) const
Integrator
protected
integrate
(const ext::function< Real(Real)> &f, Real a, Real b) const override
FilonIntegral
protected
virtual
integrationSuccess
() const
Integrator
virtual
Integrator
(Real absoluteAccuracy, Size maxEvaluations)
Integrator
intervals_
FilonIntegral
private
maxEvaluations
() const
Integrator
maxEvaluations_
Integrator
private
n_
FilonIntegral
private
numberOfEvaluations
() const
Integrator
operator()
(const ext::function< Real(Real)> &f, Real a, Real b) const
Integrator
setAbsoluteAccuracy
(Real)
Integrator
setAbsoluteError
(Real error) const
Integrator
protected
setMaxEvaluations
(Size)
Integrator
setNumberOfEvaluations
(Size evaluations) const
Integrator
protected
Sine
enum value
FilonIntegral
t_
FilonIntegral
private
Type
enum name
FilonIntegral
type_
FilonIntegral
private
~Integrator
()=default
Integrator
virtual
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