24#ifndef quantlib_two_dimensional_integral_2d_hpp
25#define quantlib_two_dimensional_integral_2d_hpp
27#include <ql/math/integrals/integral.hpp>
28#include <ql/shared_ptr.hpp>
29#include <ql/functional.hpp>
43 ext::shared_ptr<Integrator> integratorY)
47 const std::pair<Real, Real>& a,
48 const std::pair<Real, Real>& b)
const {
Integral of a two-dimensional function.
const ext::shared_ptr< Integrator > integratorY_
const ext::shared_ptr< Integrator > integratorX_
TwoDimensionalIntegral(ext::shared_ptr< Integrator > integratorX, ext::shared_ptr< Integrator > integratorY)
Real g(const ext::function< Real(Real, Real)> &f, Real x, Real a, Real b) const
Real operator()(const ext::function< Real(Real, Real)> &f, const std::pair< Real, Real > &a, const std::pair< Real, Real > &b) const