SimpsonIntegral Class Reference
Integral of a one-dimensional function. More...
#include <ql/math/integrals/simpsonintegral.hpp>
Inheritance diagram for SimpsonIntegral:

Public Member Functions | |
SimpsonIntegral (Real accuracy, Size maxIterations) | |
Protected Member Functions | |
Real | integrate (const boost::function< Real(Real)> &f, Real a, Real b) const |
Detailed Description
Integral of a one-dimensional function.
- Tests:
- the correctness of the result is tested by checking it against known good values.