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