QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.12

GaussLobattoIntegral Member List

This is the complete list of members for GaussLobattoIntegral, including all inherited members.

absoluteAccuracy() const (defined in Integrator) | Integrator |
absoluteError() const (defined in Integrator) | Integrator |
adaptivGaussLobattoStep(const boost::function< Real(Real)> &f, Real a, Real b, Real fa, Real fb, Real is) const (defined in GaussLobattoIntegral) | GaussLobattoIntegral | protected
alpha_ (defined in GaussLobattoIntegral) | GaussLobattoIntegral | protectedstatic
beta_ (defined in GaussLobattoIntegral) | GaussLobattoIntegral | protectedstatic
calculateAbsTolerance(const boost::function< Real(Real)> &f, Real a, Real b) const (defined in GaussLobattoIntegral) | GaussLobattoIntegral | protected
GaussLobattoIntegral(Size maxIterations, Real absAccuracy, Real relAccuracy=Null< Real >(), bool useConvergenceEstimate=true) (defined in GaussLobattoIntegral) | GaussLobattoIntegral |
increaseNumberOfEvaluations(Size increase) const (defined in Integrator) | Integrator | protected
integrate(const boost::function< Real(Real)> &f, Real a, Real b) const (defined in GaussLobattoIntegral) | GaussLobattoIntegral | protected
integrationSuccess() const (defined in Integrator) | Integrator | virtual
Integrator(Real absoluteAccuracy, Size maxEvaluations) (defined in Integrator) | Integrator |
maxEvaluations() const (defined in Integrator) | Integrator |
numberOfEvaluations() const (defined in Integrator) | Integrator |
operator()(const boost::function< Real(Real)> &f, Real a, Real b) const (defined in Integrator) | Integrator |
relAccuracy_ (defined in GaussLobattoIntegral) | GaussLobattoIntegral | protected
setAbsoluteAccuracy(Real) (defined in Integrator) | Integrator |
setAbsoluteError(Real error) const (defined in Integrator) | Integrator | protected
setMaxEvaluations(Size) (defined in Integrator) | Integrator |
setNumberOfEvaluations(Size evaluations) const (defined in Integrator) | Integrator | protected
useConvergenceEstimate_ (defined in GaussLobattoIntegral) | GaussLobattoIntegral | protected
x1_ (defined in GaussLobattoIntegral) | GaussLobattoIntegral | protectedstatic
x2_ (defined in GaussLobattoIntegral) | GaussLobattoIntegral | protectedstatic
x3_ (defined in GaussLobattoIntegral) | GaussLobattoIntegral | protectedstatic
~Integrator() (defined in Integrator) | Integrator | virtual