text: /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
  
  /*
   Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
   Copyright (C) 2015 Peter Caspers
  
   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 segmentintegral.hpp
      \brief Integral of a one-dimensional function using segment algorithm
  */
  
  #ifndef quantlib_segment_integral_h
  #define quantlib_segment_integral_h
  
  #include <ql/math/integrals/integral.hpp>
  #include <ql/math/comparison.hpp>
  #include <ql/errors.hpp>
  
  namespace QuantLib {
  
      //! Integral of a one-dimensional function
      /*! Given a number \f$ N \f$ of intervals, the integral of
          a function \f$ f \f$ between \f$ a \f$ and \f$ b \f$ is
          calculated by means of the trapezoid formula
          \f[
          \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})
          \f]
          where \f$ x_0 = a \f$, \f$ x_N = b \f$, and
          \f$ x_i = a+i \Delta x \f$ with
          \f$ \Delta x = (b-a)/N \f$.
  
          \test the correctness of the result is tested by checking it
                against known good values.
      */
      class SegmentIntegral : public Integrator {
        public:
          SegmentIntegral(Size intervals);
        protected:
          virtual Real integrate(const boost::function<Real (Real)>& f,
                                 Real a,
                                 Real b) const;
        private:
          Size intervals_;
      };
  
  
      // inline and template definitions
  
      inline Real
      SegmentIntegral::integrate(const boost::function<Real (Real)>& f,
                                 Real a,
                                 Real b) const {
          if(close_enough(a,b))
              return 0.0;
          Real dx = (b-a)/intervals_;
          Real sum = 0.5*(f(a)+f(b));
          Real end = b - 0.5*dx;
          for (Real x = a+dx; x < end; x += dx)
              sum += f(x);
          return sum*dx;
      }
  
  }
  
  #endif
  