QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <fdmmesherintegral.hpp>
Public Member Functions | |
FdmMesherIntegral (const ext::shared_ptr< FdmMesherComposite > &mesher, const ext::function< Real(const Array &, const Array &)> &integrator1d) | |
Real | integrate (const Array &f) const |
Private Attributes | |
const std::vector< ext::shared_ptr< Fdm1dMesher > > | meshers_ |
const ext::function< Real(const Array &, const Array &)> & | integrator1d_ |
Definition at line 31 of file fdmmesherintegral.hpp.
FdmMesherIntegral | ( | const ext::shared_ptr< FdmMesherComposite > & | mesher, |
const ext::function< Real(const Array &, const Array &)> & | integrator1d | ||
) |
Definition at line 25 of file fdmmesherintegral.cpp.
Definition at line 33 of file fdmmesherintegral.cpp.
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private |
Definition at line 41 of file fdmmesherintegral.hpp.
Definition at line 42 of file fdmmesherintegral.hpp.