QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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#include <ql/experimental/math/latentmodel.hpp>
Public Member Functions | |
IntegrationBase (const std::vector< ext::shared_ptr< Integrator > > &integrators, Real a, Real b) | |
Real | integrate (const ext::function< Real(const std::vector< Real > &arg)> &f) const override |
~IntegrationBase () override=default | |
Public Member Functions inherited from MultidimIntegral | |
MultidimIntegral (const std::vector< ext::shared_ptr< Integrator > > &integrators) | |
Real | operator() (const ext::function< Real(const std::vector< Real > &)> &f, const std::vector< Real > &a, const std::vector< Real > &b) 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 |
Public Attributes | |
const std::vector< Real > | a_ |
const std::vector< Real > | b_ |
Definition at line 138 of file latentmodel.hpp.
IntegrationBase | ( | const std::vector< ext::shared_ptr< Integrator > > & | integrators, |
Real | a, | ||
Real | b | ||
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Definition at line 141 of file latentmodel.hpp.
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overridedefault |
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overridevirtual |
Implements LMIntegration.
Definition at line 146 of file latentmodel.hpp.
const std::vector<Real> a_ |
Definition at line 151 of file latentmodel.hpp.
const std::vector<Real> b_ |
Definition at line 151 of file latentmodel.hpp.