SimpsonIntegral Class Reference

#include <ql/Math/simpsonintegral.hpp>

Inheritance diagram for SimpsonIntegral:

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Detailed Description

Integral of a one-dimensional function.

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


Public Member Functions

 SimpsonIntegral (Real accuracy, Size maxIterations=Null< Size >())
template<class F> Real operator() (const F &f, Real a, Real b) const


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