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/*
Copyright (C) 2000, 2001, 2002 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 ferdinando@ametrano.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.
*/
/*! \file segmentintegral.hpp
\brief Integral of a one-dimensional function
\fullpath
ql/Math/%integral.hpp
*/
// $Id: segmentintegral.hpp,v 1.10 2002/01/16 14:42:29 nando Exp $
#include <ql/solver1d.hpp>
#include <functional>
#ifndef quantlib_segment_integral_h
#define quantlib_segment_integral_h
namespace QuantLib {
namespace Math {
/*! \brief Integral of a one-dimensional function
\warning the use of this class is not recommended since
it will be redesigned in one of the next minor releases.
\todo Redesign as a template function.
*/
class SegmentIntegral{
public:
SegmentIntegral(Size intervals);
double operator()(const ObjectiveFunction &f,
double a, double b) const;
private:
Size intervals_;
};
}
}
#endif
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