ql/math/integrals/simpsonintegral.hpp File Reference

integral of a one-dimensional function using Simpson formula More...

#include <ql/math/integrals/trapezoidintegral.hpp>
Include dependency graph for simpsonintegral.hpp:

Classes

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

Detailed Description

integral of a one-dimensional function using Simpson formula