QuantLib_TwoDimensionalIntegral man page

TwoDimensionalIntegral — Integral of a two-dimensional function.

Synopsis

#include <ql/math/integrals/twodimensionalintegral.hpp>

Public Member Functions

TwoDimensionalIntegral (const boost::shared_ptr< Integrator > &integratorX, const boost::shared_ptr< Integrator > &integratorY)

Real operator() (const boost::function< Real(Real, Real)> &f, const std::pair< Real, Real > &a, const std::pair< Real, Real > &b) const

Detailed Description

Integral of a two-dimensional function.

The integral of a two dimensional function $ f(x,y) $ between $ (a_x, a_y) $ and $ (b_x, b_y) $ is calculated by means of two nested integrations

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

TwoDimensionalIntegral(3) is an alias of QuantLib_TwoDimensionalIntegral(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib