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quantlib.js
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Globals
"ql/experimental/math/latentmodel"
IntegrationBase
Class IntegrationBase
CRTP-ish for joining the integrations, class above to have the factory
Hierarchy
LMIntegration
IntegrationBase
Index
Properties
I
_a
_b
Methods
ib
Init1
ib
Init2
integrate
integrateV
Properties
I
I
:
any
_a
_a
:
Real
[]
= []
_b
_b
:
Real
[]
= []
Methods
ib
Init1
ib
Init1
(
dimension
:
Size
, quadOrder
:
Size
, mu
?:
Real
)
:
IntegrationBase
Parameters
dimension:
Size
quadOrder:
Size
Default value
mu:
Real
= 0
Returns
IntegrationBase
ib
Init2
ib
Init2
(
integrators
:
Integrator
[]
, a
:
Real
, b
:
Real
)
:
IntegrationBase
Parameters
integrators:
Integrator
[]
a:
Real
b:
Real
Returns
IntegrationBase
integrate
integrate
(
f
:
UnaryFunction
<
Real
[]
,
Real
>
)
:
Real
Parameters
f:
UnaryFunction
<
Real
[]
,
Real
>
Returns
Real
integrateV
integrateV
(
f
:
UnaryFunction
<
Real
[]
,
Real
[]
>
)
:
Real
[]
Parameters
f:
UnaryFunction
<
Real
[]
,
Real
[]
>
Returns
Real
[]
Globals
"ql/experimental/math/latentmodel"
Latent
Model
Integration
Type
Integration
Base
I
_a
_b
ib
Init1
ib
Init2
integrate
integrateV
LMIntegration
Latent
Model
multiplyV
CRTP-ish for joining the integrations, class above to have the factory