QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Private Attributes | List of all members
FdmMesherIntegral Class Reference

#include <fdmmesherintegral.hpp>

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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_
 

Detailed Description

Definition at line 31 of file fdmmesherintegral.hpp.

Constructor & Destructor Documentation

◆ FdmMesherIntegral()

FdmMesherIntegral ( const ext::shared_ptr< FdmMesherComposite > &  mesher,
const ext::function< Real(const Array &, const Array &)> &  integrator1d 
)

Definition at line 25 of file fdmmesherintegral.cpp.

Member Function Documentation

◆ integrate()

Real integrate ( const Array f) const

Definition at line 33 of file fdmmesherintegral.cpp.

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Member Data Documentation

◆ meshers_

const std::vector<ext::shared_ptr<Fdm1dMesher> > meshers_
private

Definition at line 41 of file fdmmesherintegral.hpp.

◆ integrator1d_

const ext::function<Real(const Array&, const Array&)>& integrator1d_
private

Definition at line 42 of file fdmmesherintegral.hpp.