/usr/include/ql/math/integrals/integral.hpp is in libquantlib0-dev 1.1-2build1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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Copyright (C) 2007 François du Vignaud
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file integral.hpp
\brief Integrators base class definition
*/
#ifndef quantlib_math_integrator_hpp
#define quantlib_math_integrator_hpp
#include <ql/types.hpp>
#include <boost/function.hpp>
namespace QuantLib {
class Integrator{
public:
Integrator(Real absoluteAccuracy,
Size maxEvaluations);
virtual ~Integrator() {}
Real operator()(const boost::function<Real (Real)>& f,
Real a,
Real b) const;
//! \name Modifiers
//@{
void setAbsoluteAccuracy(Real);
void setMaxEvaluations(Size);
//@}
//! \name Inspectors
//@{
Real absoluteAccuracy() const;
Size maxEvaluations() const;
//@}
Real absoluteError() const ;
Size numberOfEvaluations() const;
virtual bool integrationSuccess() const;
protected:
virtual Real integrate(const boost::function<Real (Real)>& f,
Real a,
Real b) const = 0;
void setAbsoluteError(Real error) const;
void setNumberOfEvaluations(Size evaluations) const;
void increaseNumberOfEvaluations(Size increase) const;
private:
Real absoluteAccuracy_;
mutable Real absoluteError_;
Size maxEvaluations_;
mutable Size evaluations_;
};
}
#endif
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