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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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#include <latentmodel.hpp>
Inheritance diagram for LMIntegration:
Collaboration diagram for LMIntegration:Public Member Functions | |
| virtual Real | integrate (const std::function< Real(const std::vector< Real > &arg)> &f) const =0 |
| virtual std::vector< Real > | integrateV (const std::function< std::vector< Real >(const std::vector< Real > &arg)> &f) const |
| virtual | ~LMIntegration ()=default |
Definition at line 64 of file latentmodel.hpp.
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virtualdefault |
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pure virtual |
Implemented in IntegrationBase< GaussianQuadMultidimIntegrator >, and IntegrationBase< MultidimIntegral >.
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virtual |
Reimplemented in IntegrationBase< GaussianQuadMultidimIntegrator >.
Definition at line 79 of file latentmodel.hpp.