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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Integral of a one-dimensional function using segment algorithm. More...
#include <ql/math/integrals/integral.hpp>#include <ql/math/comparison.hpp>#include <ql/errors.hpp>Go to the source code of this file.
Classes | |
| class | SegmentIntegral |
| Integral of a one-dimensional function. More... | |
Namespaces | |
| namespace | QuantLib |
Integral of a one-dimensional function using segment algorithm.
Definition in file segmentintegral.hpp.