#include <ql/math/integrals/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 >
class QuantLib::detail::GaussianQuadratureIntegrator< Integration >
Definition at line 214 of file gaussianquadratures.hpp.
Constructor & Destructor Documentation
◆ GaussianQuadratureIntegrator()
|
explicit |
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()
|
overrideprivatevirtual |
Implements Integrator.
Definition at line 71 of file gaussianquadratures.cpp.
Member Data Documentation
◆ integration_
|
private |
Definition at line 225 of file gaussianquadratures.hpp.