QuantLib: DiscreteTrapezoidIntegral Class Reference

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

Public Member Functions | List of all members
DiscreteTrapezoidIntegral Class Reference

`#include <ql/math/integrals/discreteintegrals.hpp>`

## Public Member Functions
Real | operator() (const Array &x, const Array &f) const

## Detailed Description

References: Levy, D. Numerical Integration http://www2.math.umd.edu/~dlevy/classes/amsc466/lecture-notes/integration-chap.pdf