SimpsonIntegral Class Reference

#include <ql/Math/simpsonintegral.hpp>

Inheritance diagram for SimpsonIntegral:

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Detailed Description

Integral of a one-dimensional function.


Public Member Functions

 SimpsonIntegral (double accuracy, Size maxIterations=Null< int >())
template<class F> double operator() (const F &f, double a, double b) const


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