QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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integrals Directory Reference

Files

file  discreteintegrals.cpp [code]
 
file  discreteintegrals.hpp [code]
 integrals on non uniform grids
 
file  exponentialintegrals.cpp [code]
 
file  exponentialintegrals.hpp [code]
 
file  expsinhintegral.hpp [code]
 
file  filonintegral.cpp [code]
 Filon's formulae for sine and cosine Integrals.
 
file  filonintegral.hpp [code]
 Filon's formulae for sine and cosine Integrals.
 
file  gaussianorthogonalpolynomial.cpp [code]
 
file  gaussianorthogonalpolynomial.hpp [code]
 orthogonal polynomials for gaussian quadratures
 
file  gaussianquadratures.cpp [code]
 
file  gaussianquadratures.hpp [code]
 Integral of a 1-dimensional function using the Gauss quadratures.
 
file  gausslaguerrecosinepolynomial.hpp [code]
 Laguerre-Cosine Gaussian quadrature.
 
file  gausslobattointegral.cpp [code]
 
file  gausslobattointegral.hpp [code]
 integral of a one-dimensional function using the adaptive Gauss-Lobatto integral
 
file  integral.cpp [code]
 
file  integral.hpp [code]
 Integrators base class definition.
 
file  kronrodintegral.cpp [code]
 
file  kronrodintegral.hpp [code]
 Integral of a 1-dimensional function using the Gauss-Kronrod method.
 
file  momentbasedgaussianpolynomial.hpp [code]
 Gaussian quadrature defined by the moments of the distribution.
 
file  segmentintegral.cpp [code]
 
file  segmentintegral.hpp [code]
 Integral of a one-dimensional function using segment algorithm.
 
file  simpsonintegral.hpp [code]
 integral of a one-dimensional function using Simpson formula
 
file  tanhsinhintegral.hpp [code]
 
file  trapezoidintegral.hpp [code]
 integral of a one-dimensional function using the trapezoid formula
 
file  twodimensionalintegral.hpp [code]
 two dimensional integration