LatentModel< copulaPolicyImpl >::IntegrationFactory Class Reference

#include <ql/experimental/math/latentmodel.hpp>

Collaboration diagram for LatentModel< copulaPolicyImpl >::IntegrationFactory:

Static Public Member Functions
static ext::shared_ptr< LMIntegration >	createLMIntegration (Size dimension, LatentModelIntegrationType::LatentModelIntegrationType type=LatentModelIntegrationType::GaussianQuadrature)

Private Member Functions
	IntegrationFactory ()=default

Detailed Description

template<class copulaPolicyImpl>
class QuantLib::LatentModel< copulaPolicyImpl >::IntegrationFactory

Definition at line 452 of file latentmodel.hpp.

Constructor & Destructor Documentation

IntegrationFactory()

IntegrationFactory ( )

privatedefault

Member Function Documentation

createLMIntegration()

static ext::shared_ptr< LMIntegration > createLMIntegration ( Size  dimension, LatentModelIntegrationType::LatentModelIntegrationType  type = LatentModelIntegrationType::GaussianQuadrature  )

static

Definition at line 454 of file latentmodel.hpp.