QuantLib: a free/open-source library for quantitative finance
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Public Member Functions | List of all members
GaussianQuadMultidimIntegrator::VectorIntegrator Class Reference
+ 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< Realoperator() (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 Arrayweights ()
 
const Arrayx ()
 

Additional Inherited Members

- Protected Attributes inherited from GaussianQuadrature
Array x_
 
Array w_
 

Detailed Description

Definition at line 52 of file multidimquadrature.hpp.

Constructor & Destructor Documentation

◆ VectorIntegrator()

VectorIntegrator ( Size  n,
Real  mu = 0.0 
)
explicit

Definition at line 54 of file multidimquadrature.hpp.

Member Function Documentation

◆ operator()()

std::vector< Real > operator() ( const F &  f) const

Definition at line 58 of file multidimquadrature.hpp.

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