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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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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) const | MultiDimGaussianIntegration | |
| weights() const | MultiDimGaussianIntegration | |
| weights_ | MultiDimGaussianIntegration | private |
| x() const | MultiDimGaussianIntegration | |
| x_ | MultiDimGaussianIntegration | private |