QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
integrals Directory Reference

Files

file  discreteintegrals.hpp
 integrals on non uniform grids
 
file  filonintegral.hpp
 Filon's formulae for sine and cosine Integrals.
 
file  gaussianorthogonalpolynomial.hpp
 orthogonal polynomials for gaussian quadratures
 
file  gaussianquadratures.hpp
 Integral of a 1-dimensional function using the Gauss quadratures.
 
file  gausslobattointegral.hpp
 integral of a one-dimensional function using the adaptive Gauss-Lobatto integral
 
file  integral.hpp
 Integrators base class definition.
 
file  kronrodintegral.hpp
 Integral of a 1-dimensional function using the Gauss-Kronrod method.
 
file  segmentintegral.hpp
 Integral of a one-dimensional function using segment algorithm.
 
file  simpsonintegral.hpp
 integral of a one-dimensional function using Simpson formula
 
file  trapezoidintegral.hpp
 integral of a one-dimensional function using the trapezoid formula
 
file  twodimensionalintegral.hpp
 two dimensional integration