discreteintegrals.hpp File Reference

integrals on non uniform grids More...

#include <ql/math/array.hpp>
#include <ql/math/integrals/integral.hpp>
#include <ql/utilities/null.hpp>

Go to the source code of this file.

Classes
class	DiscreteTrapezoidIntegral
class	DiscreteSimpsonIntegral
class	DiscreteTrapezoidIntegrator
class	DiscreteSimpsonIntegrator

Namespaces
namespace	QuantLib

Detailed Description

integrals on non uniform grids

Definition in file discreteintegrals.hpp.