Integral of a two-dimensional function. More...
#include <ql/math/integrals/twodimensionalintegral.hpp>
Public Member Functions | |
TwoDimensionalIntegral (const ext::shared_ptr< Integrator > &integratorX, const ext::shared_ptr< Integrator > &integratorY) | |
Real | operator() (const ext::function< Real(Real, Real)> &f, const std::pair< Real, Real > &a, const std::pair< Real, Real > &b) const |
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