kronrodintegral.hpp File Reference

Integral of a 1-dimensional function using the Gauss-Kronrod method. More...

#include <ql/errors.hpp>
#include <ql/types.hpp>
#include <ql/utilities/null.hpp>
#include <ql/math/integrals/integral.hpp>
#include <ql/functional.hpp>

Go to the source code of this file.

Classes
class	GaussKronrodNonAdaptive
	Integral of a 1-dimensional function using the Gauss-Kronrod methods. More...
class	GaussKronrodAdaptive
	Integral of a 1-dimensional function using the Gauss-Kronrod methods. More...

Namespaces
namespace	QuantLib

Detailed Description

Integral of a 1-dimensional function using the Gauss-Kronrod method.

Definition in file kronrodintegral.hpp.