ql/Math/kronrodintegral.hpp File Reference


Detailed Description

Integral of a 1-dimensional function using the Gauss-Kronrod method.

#include <ql/errors.hpp>
#include <ql/types.hpp>
#include <ql/Utilities/null.hpp>

Include dependency graph for kronrodintegral.hpp:


Namespaces

namespace  QuantLib

Classes

class  KronrodIntegral
 Integral of a 1-dimensional function using the Gauss-Kronrod method. More...