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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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#include <ql/math/integrals/discreteintegrals.hpp>
Public Member Functions | |
| Real | operator() (const Array &x, const Array &f) const |
References: Levy, D. Numerical Integration http://www2.math.umd.edu/~dlevy/classes/amsc466/lecture-notes/integration-chap.pdf