SimpsonIntegral Class Reference

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

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

Inheritance diagram for SimpsonIntegral:

Public Member Functions
	SimpsonIntegral (Real accuracy, Size maxIterations)
Public Member Functions inherited from TrapezoidIntegral< Default >
	TrapezoidIntegral (Real accuracy, Size maxIterations)
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
Real	integrate (const boost::function< Real(Real)> &f, Real a, Real b) const
Protected Member Functions inherited from TrapezoidIntegral< Default >
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.

Tests:

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