SimpsonIntegral Class Reference

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

Inheritance diagram for SimpsonIntegral:

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)

Protected Member Functions

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