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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Files | |
| file | discreteintegrals.cpp [code] |
| file | discreteintegrals.hpp [code] |
| integrals on non uniform grids | |
| file | exponentialintegrals.cpp [code] |
| file | exponentialintegrals.hpp [code] |
| file | expsinhintegral.hpp [code] |
| file | filonintegral.cpp [code] |
| Filon's formulae for sine and cosine Integrals. | |
| file | filonintegral.hpp [code] |
| Filon's formulae for sine and cosine Integrals. | |
| file | gaussianorthogonalpolynomial.cpp [code] |
| file | gaussianorthogonalpolynomial.hpp [code] |
| orthogonal polynomials for gaussian quadratures | |
| file | gaussianquadratures.cpp [code] |
| file | gaussianquadratures.hpp [code] |
| Integral of a 1-dimensional function using the Gauss quadratures. | |
| file | gausslaguerrecosinepolynomial.hpp [code] |
| Laguerre-Cosine Gaussian quadrature. | |
| file | gausslobattointegral.cpp [code] |
| file | gausslobattointegral.hpp [code] |
| integral of a one-dimensional function using the adaptive Gauss-Lobatto integral | |
| file | integral.cpp [code] |
| file | integral.hpp [code] |
| Integrators base class definition. | |
| file | kronrodintegral.cpp [code] |
| file | kronrodintegral.hpp [code] |
| Integral of a 1-dimensional function using the Gauss-Kronrod method. | |
| file | momentbasedgaussianpolynomial.hpp [code] |
| Gaussian quadrature defined by the moments of the distribution. | |
| file | segmentintegral.cpp [code] |
| file | segmentintegral.hpp [code] |
| Integral of a one-dimensional function using segment algorithm. | |
| file | simpsonintegral.hpp [code] |
| integral of a one-dimensional function using Simpson formula | |
| file | tanhsinhintegral.hpp [code] |
| file | trapezoidintegral.hpp [code] |
| integral of a one-dimensional function using the trapezoid formula | |
| file | twodimensionalintegral.hpp [code] |
| two dimensional integration | |