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/*
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it under the
terms of the QuantLib license. You should have received a copy of the
license along with this program; if not, please email quantlib-dev@lists.sf.net
The license is also available online at http://quantlib.org/html/license.html
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
#ifndef quantlib_segment_integral_i
#define quantlib_segment_integral_i
%include common.i
%include types.i
%include functions.i
%{
using QuantLib::SegmentIntegral;
using QuantLib::TrapezoidIntegral;
using QuantLib::SimpsonIntegral;
using QuantLib::KronrodIntegral;
%}
%define INTEGRATION_METHODS
%extend {
#if defined(SWIGPYTHON)
Real __call__(PyObject* pyFunction, Real a, Real b) {
UnaryFunction f(pyFunction);
return (*self)(f, a, b);
}
#elif defined(SWIGRUBY)
Real __call__(Real a, Real b) {
UnaryFunction f;
return (*self)(f, a, b);
}
#elif defined(SWIGMZSCHEME)
Real calculate(Scheme_Object* mzFunction, Real a, Real b) {
UnaryFunction f(mzFunction);
return (*self)(f, a, b);
}
#elif defined(SWIGGUILE)
Real calculate(SCM ghFunction, Real a, Real b) {
UnaryFunction f(ghFunction);
return (*self)(f, a, b);
}
#endif
}
%enddef
class SegmentIntegral {
public:
SegmentIntegral(Size intervals);
INTEGRATION_METHODS;
};
class TrapezoidIntegral {
public:
TrapezoidIntegral(Real accuracy);
INTEGRATION_METHODS;
};
class SimpsonIntegral {
public:
SimpsonIntegral(Real accuracy);
INTEGRATION_METHODS;
};
class KronrodIntegral {
public:
KronrodIntegral(Real accuracy);
INTEGRATION_METHODS;
};
#endif
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