QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Integral of a two-dimensional function. More...
#include <twodimensionalintegral.hpp>
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_ |
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.
TwoDimensionalIntegral | ( | ext::shared_ptr< Integrator > | integratorX, |
ext::shared_ptr< Integrator > | integratorY | ||
) |
Definition at line 42 of file twodimensionalintegral.hpp.
Definition at line 54 of file twodimensionalintegral.hpp.
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private |
Definition at line 59 of file twodimensionalintegral.hpp.
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private |
Definition at line 59 of file twodimensionalintegral.hpp.