SegmentIntegral Class Reference#include <ql/Math/segmentintegral.hpp>
List of all members.
Detailed Description
Integral of a one-dimensional function.
Given a number of intervals, the integral of a function between and is calculated by means of the trapezoid formula
where , , and with .
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Public Member Functions |
| SegmentIntegral (Size intervals) |
template<class F> double | operator() (const F &f, double a, double b) const |
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