gausslobattointegral.hpp File Reference

integral of a one-dimensional function using the adaptive Gauss-Lobatto integral More...

Include dependency graph for gausslobattointegral.hpp:

Classes

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

Namespaces

 QuantLib
 

Detailed Description

integral of a one-dimensional function using the adaptive Gauss-Lobatto integral