QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Public Member Functions | Private Attributes | List of all members
MultiDimGaussianIntegration Class Reference

#include <gaussianquadratures.hpp>

+ Collaboration diagram for MultiDimGaussianIntegration:

Public Member Functions

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

Private Attributes

Array weights_
 
std::vector< Arrayx_
 

Detailed Description

Definition at line 79 of file gaussianquadratures.hpp.

Constructor & Destructor Documentation

◆ MultiDimGaussianIntegration()

MultiDimGaussianIntegration ( const std::vector< Size > &  ns,
const std::function< ext::shared_ptr< GaussianQuadrature >(Size)> &  genQuad 
)

Definition at line 64 of file gaussianquadratures.cpp.

Member Function Documentation

◆ operator()()

Real operator() ( const std::function< Real(Array)> &  f) const

Definition at line 96 of file gaussianquadratures.cpp.

◆ weights()

const Array & weights ( ) const

Definition at line 87 of file gaussianquadratures.hpp.

◆ x()

const std::vector< Array > & x ( ) const

Definition at line 88 of file gaussianquadratures.hpp.

Member Data Documentation

◆ weights_

Array weights_
private

Definition at line 91 of file gaussianquadratures.hpp.

◆ x_

std::vector<Array> x_
private

Definition at line 92 of file gaussianquadratures.hpp.