TwoDimensionalIntegral Class Reference

Integral of a two-dimensional function. More...

#include <ql/math/integrals/twodimensionalintegral.hpp>

Public Member Functions
	TwoDimensionalIntegral (ext::shared_ptr< Integrator > integratorX, ext::shared_ptr< Integrator > integratorY)
Real	operator() (const std::function< Real(Real, Real)> &f, const std::pair< Real, Real > &a, const std::pair< Real, Real > &b) const

Detailed Description

Integral of a two-dimensional function.

The integral of a two dimensional function \( f(x,y) \) between \( (a_x, a_y) \) and \( (b_x, b_y) \) is calculated by means of two nested integrations