Member List

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

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 | `[protected, static]`
beta_ (defined in GaussLobattoIntegral) | GaussLobattoIntegral | `[protected, static]`
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 | `[protected, static]`
x2_ (defined in GaussLobattoIntegral) | GaussLobattoIntegral | `[protected, static]`
x3_ (defined in GaussLobattoIntegral) | GaussLobattoIntegral | `[protected, static]`
~Integrator() (defined in Integrator) | Integrator | `[virtual]`