SimpsonIntegral Class Reference

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

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

Inheritance diagram for SimpsonIntegral:

Public Member Functions

 SimpsonIntegral (Real accuracy, Size maxIterations)
 
- Public Member Functions inherited from TrapezoidIntegral< Default >
 TrapezoidIntegral (Real accuracy, Size maxIterations)
 
- Public Member Functions inherited from Integrator
 Integrator (Real absoluteAccuracy, Size maxEvaluations)
 
Real operator() (const boost::function< Real(Real)> &f, Real a, Real b) const
 
Real absoluteError () const
 
Size numberOfEvaluations () const
 
virtual bool integrationSuccess () const
 
void setAbsoluteAccuracy (Real)
 
void setMaxEvaluations (Size)
 
Real absoluteAccuracy () const
 
Size maxEvaluations () const
 

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
 
- Protected Member Functions inherited from Integrator
virtual Real integrate (const boost::function< Real(Real)> &f, Real a, Real b) const =0
 
void setAbsoluteError (Real error) const
 
void setNumberOfEvaluations (Size evaluations) const
 
void increaseNumberOfEvaluations (Size increase) const
 

Detailed Description

Integral of a one-dimensional function.

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