#include <ql/experimental/math/latentmodel.hpp>
Inheritance diagram for IntegrationBase< GaussianQuadMultidimIntegrator >:
Collaboration diagram for IntegrationBase< GaussianQuadMultidimIntegrator >:
Public Member Functions | |
| IntegrationBase (Size dimension, Size order) | |
| Real | integrate (const ext::function< Real(const std::vector< Real > &arg)> &f) const override |
| std::vector< Real > | integrateV (const ext::function< std::vector< Real >(const std::vector< Real > &arg)> &f) const override |
| ~IntegrationBase () override=default | |
| Public Member Functions inherited from GaussianQuadMultidimIntegrator | |
| GaussianQuadMultidimIntegrator (Size dimension, Size quadOrder, Real mu=0.) | |
| Size | order () const |
| Integration quadrature order. More... | |
| template<class RetType_T > | |
| RetType_T | operator() (const ext::function< RetType_T(const std::vector< Real > &arg)> &f) const |
| Integrates function f over \( R^{dim} \). More... | |
| template<class RetType_T > | |
| RetType_T | integrate (const ext::function< RetType_T(const std::vector< Real > &v1)> &f) const |
| template<> | |
| Real | operator() (const ext::function< Real(const std::vector< Real > &v1)> &f) const |
| template<> | |
| Real | integrate (const ext::function< Real(const std::vector< Real > &v1)> &f) const |
| Public Member Functions inherited from LMIntegration | |
| virtual Real | integrate (const ext::function< Real(const std::vector< Real > &arg)> &f) const =0 |
| virtual std::vector< Real > | integrateV (const ext::function< std::vector< Real >(const std::vector< Real > &arg)> &f) const |
| virtual | ~LMIntegration ()=default |
Detailed Description
Definition at line 120 of file latentmodel.hpp.
Constructor & Destructor Documentation
◆ IntegrationBase()
| IntegrationBase | ( | Size | dimension, |
| Size | order | ||
| ) |
Definition at line 123 of file latentmodel.hpp.
◆ ~IntegrationBase()
|
overridedefault |
Member Function Documentation
◆ integrate()
|
overridevirtual |
Implements LMIntegration.
Definition at line 125 of file latentmodel.hpp.
◆ integrateV()
|
overridevirtual |
Reimplemented from LMIntegration.
Definition at line 128 of file latentmodel.hpp.