- QuantLib
- SimpsonIntegral
Integral of a one-dimensional function. More...
#include <ql/math/integrals/simpsonintegral.hpp>
Public Member Functions | |
SimpsonIntegral (Real accuracy, Size maxIterations) | |
Protected Member Functions | |
Real | integrate (const boost::function< Real(Real)> &f, Real a, Real b) const |
Integral of a one-dimensional function.