QuantLib: a free/open-source library for quantitative finance
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Public Member Functions | Public Attributes | List of all members
IntegrationBase< MultidimIntegral > Class Reference

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

+ Inheritance diagram for IntegrationBase< MultidimIntegral >:
+ Collaboration diagram for IntegrationBase< MultidimIntegral >:

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< RealintegrateV (const ext::function< std::vector< Real >(const std::vector< Real > &arg)> &f) const
 
virtual ~LMIntegration ()=default
 

Public Attributes

const std::vector< Reala_
 
const std::vector< Realb_
 

Detailed Description

Definition at line 138 of file latentmodel.hpp.

Constructor & Destructor Documentation

◆ IntegrationBase()

IntegrationBase ( const std::vector< ext::shared_ptr< Integrator > > &  integrators,
Real  a,
Real  b 
)

Definition at line 141 of file latentmodel.hpp.

◆ ~IntegrationBase()

~IntegrationBase ( )
overridedefault

Member Function Documentation

◆ integrate()

Real integrate ( const ext::function< Real(const std::vector< Real > &arg)> &  f) const
overridevirtual

Implements LMIntegration.

Definition at line 146 of file latentmodel.hpp.

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Member Data Documentation

◆ a_

const std::vector<Real> a_

Definition at line 151 of file latentmodel.hpp.

◆ b_

const std::vector<Real> b_

Definition at line 151 of file latentmodel.hpp.