QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
GaussLobattoIntegral Member List

This is the complete list of members for GaussLobattoIntegral, including all inherited members.

absoluteAccuracy() const (defined in Integrator)Integrator
absoluteError() const (defined in Integrator)Integrator
adaptivGaussLobattoStep(const boost::function< Real(Real)> &f, Real a, Real b, Real fa, Real fb, Real is) const (defined in GaussLobattoIntegral)GaussLobattoIntegralprotected
alpha_ (defined in GaussLobattoIntegral)GaussLobattoIntegralprotectedstatic
beta_ (defined in GaussLobattoIntegral)GaussLobattoIntegralprotectedstatic
calculateAbsTolerance(const boost::function< Real(Real)> &f, Real a, Real b) const (defined in GaussLobattoIntegral)GaussLobattoIntegralprotected
GaussLobattoIntegral(Size maxIterations, Real absAccuracy, Real relAccuracy=Null< Real >(), bool useConvergenceEstimate=true) (defined in GaussLobattoIntegral)GaussLobattoIntegral
increaseNumberOfEvaluations(Size increase) const (defined in Integrator)Integratorprotected
integrate(const boost::function< Real(Real)> &f, Real a, Real b) const (defined in GaussLobattoIntegral)GaussLobattoIntegralprotected
integrationSuccess() const (defined in Integrator)Integratorvirtual
Integrator(Real absoluteAccuracy, Size maxEvaluations) (defined in Integrator)Integrator
maxEvaluations() const (defined in Integrator)Integrator
numberOfEvaluations() const (defined in Integrator)Integrator
operator()(const boost::function< Real(Real)> &f, Real a, Real b) const (defined in Integrator)Integrator
relAccuracy_ (defined in GaussLobattoIntegral)GaussLobattoIntegralprotected
setAbsoluteAccuracy(Real) (defined in Integrator)Integrator
setAbsoluteError(Real error) const (defined in Integrator)Integratorprotected
setMaxEvaluations(Size) (defined in Integrator)Integrator
setNumberOfEvaluations(Size evaluations) const (defined in Integrator)Integratorprotected
useConvergenceEstimate_ (defined in GaussLobattoIntegral)GaussLobattoIntegralprotected
x1_ (defined in GaussLobattoIntegral)GaussLobattoIntegralprotectedstatic
x2_ (defined in GaussLobattoIntegral)GaussLobattoIntegralprotectedstatic
x3_ (defined in GaussLobattoIntegral)GaussLobattoIntegralprotectedstatic
~Integrator() (defined in Integrator)Integratorvirtual