QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
integrals Directory Reference

Files

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  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  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