QuantLib 0.3.3
User manual
Introduction to QuantLib
QuantLib components
Reference manual
SegmentIntegral Class Reference
#include <segmentintegral.hpp>
Detailed Description
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
![\[ \int_{a}^{b} f \mathrm{d}x = \frac{1}{2} f(x_{0}) + f(x_{1}) + f(x_{2}) + \dots + f(x_{N-1}) + \frac{1}{2} f(x_{N}) \]](form_186.png)
where 
, 
, and 
with 
.
- Examples:
Public Member Functions | |
| SegmentIntegral (Size intervals) | |
| template<class F> double | operator() (const F &f, double a, double b) const |
The documentation for this class was generated from the following file:
- ql/Math/segmentintegral.hpp
