gausslobattointegral.hpp File Reference

integral of a one-dimensional function using the adaptive Gauss-Lobatto integral More...

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

Go to the source code of this file.

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

Namespaces
namespace	QuantLib

Detailed Description

integral of a one-dimensional function using the adaptive Gauss-Lobatto integral

Definition in file gausslobattointegral.hpp.