multidimquadrature.hpp File Reference

#include <ql/qldefines.hpp>
#include <ql/math/integrals/gaussianquadratures.hpp>
#include <ql/functional.hpp>

Go to the source code of this file.

Classes
class	GaussianQuadMultidimIntegrator
	Integrates a vector or scalar function of vector domain. More...
class	GaussianQuadMultidimIntegrator::VectorIntegrator

Namespaces
namespace	QuantLib

Functions
template<>
std::vector< Real >	GaussianQuadMultidimIntegrator::integrate< std::vector< Real > > (const std::function< std::vector< Real >(const std::vector< Real > &v1)> &f) const