QuantLib: ql/math/integrals Directory Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

integrals Directory Reference

## Files
file | discreteintegrals.hpp
| integrals on non uniform grids
file | exponentialintegrals.hpp
file | filonintegral.hpp
| Filon's formulae for sine and cosine Integrals.
file | gaussianorthogonalpolynomial.hpp
| orthogonal polynomials for gaussian quadratures
file | gaussianquadratures.hpp
| Integral of a 1-dimensional function using the Gauss quadratures.
file | gausslaguerrecosinepolynomial.hpp
| Laguerre-Cosine Gaussian quadrature.
file | gausslobattointegral.hpp
| integral of a one-dimensional function using the adaptive Gauss-Lobatto integral
file | integral.hpp
| Integrators base class definition.
file | kronrodintegral.hpp
| Integral of a 1-dimensional function using the Gauss-Kronrod method.
file | momentbasedgaussianpolynomial.hpp
| Gaussian quadrature defined by the moments of the distribution.
file | segmentintegral.hpp
| Integral of a one-dimensional function using segment algorithm.
file | simpsonintegral.hpp
| integral of a one-dimensional function using Simpson formula
file | trapezoidintegral.hpp
| integral of a one-dimensional function using the trapezoid formula
file | twodimensionalintegral.hpp
| two dimensional integration