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)

Protected Member Functions
Real	integrate (const ext::function< Real(Real)> &f, Real a, Real b) const
Protected Member Functions inherited from TrapezoidIntegral< Default >
Real	integrate (const ext::function< Real(Real)> &f, Real a, Real b) const

Detailed Description

Integral of a one-dimensional function.

Tests:

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