Integration
Integration refers to Corresponds to the QuantLib Integration subclass of the AnalyticHestonEngine.
Defines the algorithm used to carry out the Fourier integration.
Available Integration types:
DiscreteSimpson
DiscreteTrapezoid
GaussChebyshev
GaussChebyshev2nd
GaussKronrod
GaussLaguerre
GaussLegendre
GaussLobatto
Simpson
Trapezoid