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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 <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 Array & | weights () const |
| const std::vector< Array > & | x () const |
Private Attributes | |
| Array | weights_ |
| std::vector< Array > | x_ |
Definition at line 79 of file gaussianquadratures.hpp.
| MultiDimGaussianIntegration | ( | const std::vector< Size > & | ns, |
| const std::function< ext::shared_ptr< GaussianQuadrature >(Size)> & | genQuad | ||
| ) |
Definition at line 64 of file gaussianquadratures.cpp.
Definition at line 96 of file gaussianquadratures.cpp.
| const Array & weights | ( | ) | const |
Definition at line 87 of file gaussianquadratures.hpp.
| const std::vector< Array > & x | ( | ) | const |
Definition at line 88 of file gaussianquadratures.hpp.
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private |
Definition at line 91 of file gaussianquadratures.hpp.
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private |
Definition at line 92 of file gaussianquadratures.hpp.