QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
GaussianQuadMultidimIntegrator Member List

This is the complete list of members for GaussianQuadMultidimIntegrator, including all inherited members.

GaussianQuadMultidimIntegrator(Size dimension, Size quadOrder, Real mu=0.)GaussianQuadMultidimIntegrator
integrate(const boost::function< RetType_T(const std::vector< Real > &v1)> &f) const (defined in GaussianQuadMultidimIntegrator)GaussianQuadMultidimIntegrator
integrate(const boost::function< Real(const std::vector< Real > &v1)> &f) const (defined in GaussianQuadMultidimIntegrator)GaussianQuadMultidimIntegrator
operator()(const boost::function< RetType_T(const std::vector< Real > &arg)> &f) constGaussianQuadMultidimIntegrator
operator()(const boost::function< Real(const std::vector< Real > &v1)> &f) const (defined in GaussianQuadMultidimIntegrator)GaussianQuadMultidimIntegrator
order() constGaussianQuadMultidimIntegrator