QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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 |
two dimensional integration
Definition in file twodimensionalintegral.hpp.