QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | List of all members
DiscreteTrapezoidIntegral Class Reference

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

Public Member Functions

Real operator() (const Array &x, const Array &f) const
 

Detailed Description

References: Levy, D. Numerical Integration http://www2.math.umd.edu/~dlevy/classes/amsc466/lecture-notes/integration-chap.pdf