TwoDimensionalIntegral Class Reference

Integral of a two-dimensional function. More...

#include <ql/math/integrals/twodimensionalintegral.hpp>

Collaboration diagram for TwoDimensionalIntegral:

Public Member Functions
	TwoDimensionalIntegral (ext::shared_ptr< Integrator > integratorX, ext::shared_ptr< Integrator > integratorY)
Real	operator() (const ext::function< Real(Real, Real)> &f, const std::pair< Real, Real > &a, const std::pair< Real, Real > &b) const

Private Member Functions
Real	g (const ext::function< Real(Real, Real)> &f, Real x, Real a, Real b) const

Private Attributes
const ext::shared_ptr< Integrator >	integratorX_
const ext::shared_ptr< Integrator >	integratorY_

Detailed Description

Integral of a two-dimensional function.

The integral of a two dimensional function \( f(x,y) \) between \( (a_x, a_y) \) and \( (b_x, b_y) \) is calculated by means of two nested integrations

Definition at line 40 of file twodimensionalintegral.hpp.

Constructor & Destructor Documentation

TwoDimensionalIntegral()

TwoDimensionalIntegral	(	ext::shared_ptr< Integrator >	integratorX,
		ext::shared_ptr< Integrator >	integratorY
	)

Definition at line 42 of file twodimensionalintegral.hpp.

Member Function Documentation

operator()()

Real operator()	(	const ext::function< Real(Real, Real)> &	f,
		const std::pair< Real, Real > &	a,
		const std::pair< Real, Real > &	b
	)		const

Definition at line 46 of file twodimensionalintegral.hpp.

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g()

Real g ( const ext::function< Real(Real, Real)> &  f, Real  x, Real  a, Real  b  ) const

private

Definition at line 54 of file twodimensionalintegral.hpp.

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Member Data Documentation

integratorX_

const ext::shared_ptr<Integrator> integratorX_

private

Definition at line 59 of file twodimensionalintegral.hpp.

integratorY_

const ext::shared_ptr<Integrator> integratorY_

private

Definition at line 59 of file twodimensionalintegral.hpp.