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

#include <latentmodel.hpp>

+ Inheritance diagram for LMIntegration:
+ Collaboration diagram for LMIntegration:

Public Member Functions

virtual Real integrate (const ext::function< Real(const std::vector< Real > &arg)> &f) const =0
 
virtual std::vector< RealintegrateV (const ext::function< std::vector< Real >(const std::vector< Real > &arg)> &f) const
 
virtual ~LMIntegration ()=default
 

Detailed Description

Definition at line 64 of file latentmodel.hpp.

Constructor & Destructor Documentation

◆ ~LMIntegration()

virtual ~LMIntegration ( )
virtualdefault

Member Function Documentation

◆ integrate()

virtual Real integrate ( const ext::function< Real(const std::vector< Real > &arg)> &  f) const
pure virtual

◆ integrateV()

virtual std::vector< Real > integrateV ( const ext::function< std::vector< Real >(const std::vector< Real > &arg)> &  f) const
virtual

Reimplemented in IntegrationBase< GaussianQuadMultidimIntegrator >.

Definition at line 79 of file latentmodel.hpp.