- QuantLib
- SegmentIntegral
Integral of a one-dimensional function. More...
#include <ql/math/integrals/segmentintegral.hpp>
Inherits Integrator.
Public Member Functions | |
SegmentIntegral (Size intervals) | |
Protected Member Functions | |
virtual Real | integrate (const boost::function< Real(Real)> &f, Real a, Real b) const |
Integral of a one-dimensional function.
Given a number of intervals, the integral of a function
between
and
is calculated by means of the trapezoid formula
where ,
, and
with
.