ql/math/integrals/gausslobattointegral.hpp File Reference

### A free/open-source library for quantitative finance

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ql/math/integrals/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>`
Include dependency graph for gausslobattointegral.hpp:

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

## Detailed Description

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