Upgrading from:

NumericalMath`NIntegrateInterpolatingFunct`

All the functionality of NumericalMath`NIntegrateInterpolatingFunct` is now available in the newly created Function Approximations Package.

To access functionality from the new Function Approximations Package, load FunctionApproximations`:

Version 5.2 << NumericalMath`NIntegrateInterpolatingFunct`;
sin = Interpolation[
   Flatten[Table[{x, y, Sin[x y]}, {x, 0, 4, .5}, {y, 0, 4, 0.5}], 1]];
NIntegrateInterpolatingFunction[sin[y^2, x^2]^2, {x, 0, 2}, {y, 0, 2}]