quantfin-0.1.0.1: Quant finance library in pure Haskell.

Safe HaskellSafe-Inferred
LanguageHaskell2010

Quant.Math.Integration

Synopsis

Documentation

type Integrator = (Double -> Double) -> Double -> Double -> Double Source

A function, a lower bound, an upper bound and returns the integrated value.

midpoint :: Int -> Integrator Source

Midpoint integration.

trapezoid :: Int -> Integrator Source

Trapezoidal integration.

simpson :: Int -> Integrator Source

Integration using Simpson's rule.