SegmentIntegral Class Reference

Integral of a one-dimensional function. More...

#include <ql/math/integrals/segmentintegral.hpp>

Inherits Integrator.

Public Member Functions
	SegmentIntegral (Size intervals)

Public Member Functions inherited from Integrator
	Integrator (Real absoluteAccuracy, Size maxEvaluations)

Real	operator() (const boost::function< Real(Real)> &f, Real a, Real b) const

Real	absoluteError () const

Size	numberOfEvaluations () const

virtual bool	integrationSuccess () const

void	setAbsoluteAccuracy (Real)

void	setMaxEvaluations (Size)

Real	absoluteAccuracy () const

Size	maxEvaluations () const

Protected Member Functions
virtual Real	integrate (const boost::function< Real(Real)> &f, Real a, Real b) const

Protected Member Functions inherited from Integrator
virtual Real	integrate (const boost::function< Real(Real)> &f, Real a, Real b) const =0

void	setAbsoluteError (Real error) const

void	setNumberOfEvaluations (Size evaluations) const

void	increaseNumberOfEvaluations (Size increase) const

Detailed Description

Integral of a one-dimensional function.

Given a number $ N $ of intervals, the integral of a function $ f $ between $ a $ and $ b $ is calculated by means of the trapezoid formula

$\int_{a}^{b} f \mathrm{d}x = \frac{1}{2} f(x_{0}) + f(x_{1}) + f(x_{2}) + \dots + f(x_{N-1}) + \frac{1}{2} f(x_{N})$

where $ x_0 = a $ , $ x_N = b $ , and $x_i = a+i \Delta x$ with $\Delta x = (b-a)/N$ .

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