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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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#include <expsinhintegral.hpp>
Inheritance diagram for ExpSinhIntegral:
Collaboration diagram for ExpSinhIntegral:Public Member Functions | |
| ExpSinhIntegral (Real relTolerance=0, Size maxRefinements=0) | |
| Real | integrate (const std::function< Real(Real)> &f) const |
Public Member Functions inherited from Integrator | |
| Integrator (Real absoluteAccuracy, Size maxEvaluations) | |
| virtual | ~Integrator ()=default |
| Real | operator() (const std::function< Real(Real)> &f, Real a, Real b) const |
| void | setAbsoluteAccuracy (Real) |
| void | setMaxEvaluations (Size) |
| Real | absoluteAccuracy () const |
| Size | maxEvaluations () const |
| Real | absoluteError () const |
| Size | numberOfEvaluations () const |
| virtual bool | integrationSuccess () const |
Protected Member Functions | |
| Real | integrate (const std::function< Real(Real)> &f, Real a, Real b) const override |
Protected Member Functions inherited from Integrator | |
| void | setAbsoluteError (Real error) const |
| void | setNumberOfEvaluations (Size evaluations) const |
| void | increaseNumberOfEvaluations (Size increase) const |
Definition at line 87 of file expsinhintegral.hpp.
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explicit |
Definition at line 89 of file expsinhintegral.hpp.
Definition at line 94 of file expsinhintegral.hpp.
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overrideprotectedvirtual |
Implements Integrator.
Definition at line 99 of file expsinhintegral.hpp.