QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for GaussianQuadMultidimIntegrator, including all inherited members.
dimension_ | GaussianQuadMultidimIntegrator | private |
GaussianQuadMultidimIntegrator(Size dimension, Size quadOrder, Real mu=0.) | GaussianQuadMultidimIntegrator | |
integral_ | GaussianQuadMultidimIntegrator | private |
integralV_ | GaussianQuadMultidimIntegrator | private |
integrate(const ext::function< RetType_T(const std::vector< Real > &v1)> &f) const | GaussianQuadMultidimIntegrator | |
integrate(const ext::function< Real(const std::vector< Real > &v1)> &f) const | GaussianQuadMultidimIntegrator | |
integrationEntries_ | GaussianQuadMultidimIntegrator | mutableprivate |
integrationEntriesVR_ | GaussianQuadMultidimIntegrator | mutableprivate |
maxDimensions_ | GaussianQuadMultidimIntegrator | privatestatic |
operator()(const ext::function< RetType_T(const std::vector< Real > &arg)> &f) const | GaussianQuadMultidimIntegrator | |
operator()(const ext::function< Real(const std::vector< Real > &v1)> &f) const | GaussianQuadMultidimIntegrator | |
order() const | GaussianQuadMultidimIntegrator | |
scalarIntegrator(const ext::function< Real(const std::vector< Real > &arg1)> &f, const Real mFctr) const | GaussianQuadMultidimIntegrator | private |
scalarIntegrator(const ext::function< Real(const std::vector< Real > &arg1)> &f, const Real mFctr) const | GaussianQuadMultidimIntegrator | private |
spawnFcts() const | GaussianQuadMultidimIntegrator | private |
spawnFcts() const | GaussianQuadMultidimIntegrator | private |
varBuffer_ | GaussianQuadMultidimIntegrator | mutableprivate |
vectorIntegratorVR(const ext::function< std::vector< Real >(const std::vector< Real > &arg1)> &f, const Real mFctr) const | GaussianQuadMultidimIntegrator | private |
vectorIntegratorVR(const ext::function< std::vector< Real >(const std::vector< Real > &arg1)> &f, const Real mFctr) const | GaussianQuadMultidimIntegrator | private |