simpsonintegral.hpp File Reference

integral of a one-dimensional function using Simpson formula More...

#include <ql/math/integrals/trapezoidintegral.hpp>

Go to the source code of this file.

Classes
class	SimpsonIntegral
	Integral of a one-dimensional function. More...

Namespaces
namespace	QuantLib

Detailed Description

integral of a one-dimensional function using Simpson formula

Definition in file simpsonintegral.hpp.