QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
twodimensionalintegral.hpp File Reference

two dimensional integration More...

#include <ql/math/integrals/integral.hpp>
#include <ql/shared_ptr.hpp>
#include <ql/functional.hpp>
#include <utility>

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Classes

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

Namespaces

namespace  QuantLib
 

Detailed Description

two dimensional integration

Definition in file twodimensionalintegral.hpp.