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... |