Searched refs:GaussKronrodAdaptive (Results 1 – 7 of 7) sorted by relevance
| /dports/finance/quantlib/QuantLib-1.20/ql/math/integrals/ |
| H A D | kronrodintegral.hpp | 86 class GaussKronrodAdaptive : public Integrator { class
88 explicit GaussKronrodAdaptive(Real tolerance,
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| H A D | kronrodintegral.cpp | 349 GaussKronrodAdaptive::integrate(const ext::function<Real (Real)>& f, in integrate()
381 Real GaussKronrodAdaptive::integrateRecursively( in integrateRecursively()
437 GaussKronrodAdaptive::GaussKronrodAdaptive(Real absoluteAccuracy, in GaussKronrodAdaptive() function in QuantLib::GaussKronrodAdaptive
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| /dports/finance/quantlib/QuantLib-1.20/ql/legacy/libormarketmodels/ |
| H A D | lfmcovarparam.cpp | 67 GaussKronrodAdaptive integrator(1e-10, 10000); in integratedCovariance()
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| H A D | lfmcovarproxy.cpp | 133 GaussKronrodAdaptive integrator(1e-10, 10000); in integratedCovariance()
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| /dports/finance/quantlib/QuantLib-1.20/test-suite/ |
| H A D | integrals.cpp | 133 testSeveral(GaussKronrodAdaptive(integrals_test::tolerance, maxEvaluations)); in testGaussKronrodAdaptive()
134 testDegeneratedDomain(GaussKronrodAdaptive(integrals_test::tolerance, maxEvaluations)); in testGaussKronrodAdaptive()
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| /dports/finance/quantlib/QuantLib-1.20/ql/cashflows/ |
| H A D | conundrumpricer.cpp | 306 const GaussKronrodAdaptive integrator(precision_, 100000); in integrate()
313 const GaussKronrodAdaptive integrator(precision_, 100000); in integrate()
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/vanilla/ |
| H A D | analytichestonengine.cpp | 757 new GaussKronrodAdaptive(absTolerance, in gaussKronrod()
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