ql/math/integrals/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 <ql/math/integrals/integral.hpp>
#include <boost/function.hpp>

Include dependency graph for kronrodintegral.hpp:


Namespaces

namespace  QuantLib

Classes

class  GaussKronrodNonAdaptive
 Integral of a 1-dimensional function using the Gauss-Kronrod methods. More...
class  GaussKronrodAdaptive
 Integral of a 1-dimensional function using the Gauss-Kronrod methods. More...