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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 the trapezoid formula More...
Go to the source code of this file.
Classes | |
| class | TrapezoidIntegral< IntegrationPolicy > |
| Integral of a one-dimensional function. More... | |
| struct | Default |
| struct | MidPoint |
Namespaces | |
| namespace | QuantLib |
integral of a one-dimensional function using the trapezoid formula
Definition in file trapezoidintegral.hpp.