ql/math/integrals/simpsonintegral.hpp File Reference


Detailed Description

integral of a one-dimensional function using Simpson formula

#include <ql/math/integrals/trapezoidintegral.hpp>

Include dependency graph for simpsonintegral.hpp:


Namespaces

namespace  QuantLib

Classes

class  SimpsonIntegral
 Integral of a one-dimensional function. More...