QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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#include <gaussianquadratures.hpp>
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.