QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Public Member Functions | Private Member Functions | Private Attributes | List of all members
GaussianQuadratureIntegrator< Integration > Class Template Reference

#include <gaussianquadratures.hpp>

+ Inheritance diagram for GaussianQuadratureIntegrator< Integration >:
+ Collaboration diagram for GaussianQuadratureIntegrator< Integration >:

Public Member Functions

 GaussianQuadratureIntegrator (Size n)
 
ext::shared_ptr< Integration > getIntegration () const
 
- Public Member Functions inherited from Integrator
 Integrator (Real absoluteAccuracy, Size maxEvaluations)
 
virtual ~Integrator ()=default
 
Real operator() (const ext::function< Real(Real)> &f, Real a, Real b) const
 
void setAbsoluteAccuracy (Real)
 
void setMaxEvaluations (Size)
 
Real absoluteAccuracy () const
 
Size maxEvaluations () const
 
Real absoluteError () const
 
Size numberOfEvaluations () const
 
virtual bool integrationSuccess () const
 

Private Member Functions

Real integrate (const ext::function< Real(Real)> &f, Real a, Real b) const override
 

Private Attributes

const ext::shared_ptr< Integration > integration_
 

Additional Inherited Members

- Protected Member Functions inherited from Integrator
void setAbsoluteError (Real error) const
 
void setNumberOfEvaluations (Size evaluations) const
 
void increaseNumberOfEvaluations (Size increase) const
 

Detailed Description

template<class Integration>
class QuantLib::detail::GaussianQuadratureIntegrator< Integration >

Definition at line 214 of file gaussianquadratures.hpp.

Constructor & Destructor Documentation

◆ GaussianQuadratureIntegrator()

Definition at line 64 of file gaussianquadratures.cpp.

Member Function Documentation

◆ getIntegration()

ext::shared_ptr< Integration > getIntegration ( ) const

Definition at line 218 of file gaussianquadratures.hpp.

◆ integrate()

Real integrate ( const ext::function< Real(Real)> &  f,
Real  a,
Real  b 
) const
overrideprivatevirtual

Implements Integrator.

Definition at line 71 of file gaussianquadratures.cpp.

Member Data Documentation

◆ integration_

const ext::shared_ptr<Integration> integration_
private

Definition at line 225 of file gaussianquadratures.hpp.