QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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MultiDimGaussianIntegration Member List

This is the complete list of members for MultiDimGaussianIntegration, including all inherited members.

MultiDimGaussianIntegration(const std::vector< Size > &ns, const std::function< ext::shared_ptr< GaussianQuadrature >(Size)> &genQuad)MultiDimGaussianIntegration
operator()(const std::function< Real(Array)> &f) constMultiDimGaussianIntegration
weights() constMultiDimGaussianIntegration
weights_MultiDimGaussianIntegrationprivate
x() constMultiDimGaussianIntegration
x_MultiDimGaussianIntegrationprivate