SimpsonIntegral Class Reference

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

Inheritance diagram for SimpsonIntegral:

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List of all members.

Detailed Description

Integral of a one-dimensional function.

Tests:
the correctness of the result is tested by checking it against known good values.


Public Member Functions

 SimpsonIntegral (Real accuracy, Size maxIterations=Null< Size >())

Protected Member Functions

Real integrate (const boost::function< Real(Real)> &f, Real a, Real b) const