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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. More...
#include <simpsonintegral.hpp>
Inheritance diagram for SimpsonIntegral:
Collaboration diagram for SimpsonIntegral:Public Member Functions | |
| SimpsonIntegral (Real accuracy, Size maxIterations) | |
Public Member Functions inherited from TrapezoidIntegral< Default > | |
| TrapezoidIntegral (Real accuracy, Size maxIterations) | |
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 TrapezoidIntegral< Default > | |
| 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 |
Integral of a one-dimensional function.
Definition at line 36 of file simpsonintegral.hpp.
| SimpsonIntegral | ( | Real | accuracy, |
| Size | maxIterations | ||
| ) |
Definition at line 38 of file simpsonintegral.hpp.
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overrideprotectedvirtual |
Implements Integrator.
Definition at line 42 of file simpsonintegral.hpp.
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