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... |