SegmentIntegral Class Reference

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

List of all members.


Detailed Description

Integral of a one-dimensional function.

Given a number $ N $ of intervals, the integral of a function $ f $ between $ a $ and $ b $ is calculated by means of the trapezoid formula

\[ \int_{a}^{b} f \mathrm{d}x = \frac{1}{2} f(x_{0}) + f(x_{1}) + f(x_{2}) + \dots + f(x_{N-1}) + \frac{1}{2} f(x_{N}) \]

where $ x_0 = a $, $ x_N = b $, and $ x_i = a+i \Delta x $ with $ \Delta x = (b-a)/N $.

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


Public Member Functions

 SegmentIntegral (Size intervals)

Protected Member Functions

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