QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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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.
std::vector< Real > operator() | ( | const F & | f | ) | const |