QuantLib: SimpsonIntegral Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

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SimpsonIntegral Class Reference

Integral of a one-dimensional function. More...

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

Inheritance diagram for SimpsonIntegral:
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## Public Member Functions
| SimpsonIntegral (Real accuracy, Size maxIterations)
Public Member Functions inherited from TrapezoidIntegral< Default >
| TrapezoidIntegral (Real accuracy, Size maxIterations)

## Protected Member Functions
Real | integrate (const boost::function< Real(Real)> &f, Real a, Real b) const
Protected Member Functions inherited from TrapezoidIntegral< Default >
Real | integrate (const boost::function< Real(Real)> &f, Real a, Real b) const

## Detailed Description

Integral of a one-dimensional function.

Tests:
  the correctness of the result is tested by checking it against known good values.