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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Inheritance diagram for GaussianQuadMultidimIntegrator::VectorIntegrator:
Collaboration diagram for GaussianQuadMultidimIntegrator::VectorIntegrator:Public Member Functions | |
| VectorIntegrator (Size n, Real mu=0.0) | |
| template<class F > | |
| std::vector< Real > | operator() (const F &f) const |
Public Member Functions inherited from GaussHermiteIntegration | |
| GaussHermiteIntegration (Size n, Real mu=0.0) | |
Public Member Functions inherited from GaussianQuadrature | |
| GaussianQuadrature (Size n, const GaussianOrthogonalPolynomial &p) | |
| template<class F > | |
| Real | operator() (const F &f) const |
| Size | order () const |
| const Array & | weights () |
| const Array & | x () |
Additional Inherited Members | |
Protected Attributes inherited from GaussianQuadrature | |
| Array | x_ |
| Array | w_ |
Definition at line 52 of file multidimquadrature.hpp.
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explicit |
Definition at line 54 of file multidimquadrature.hpp.