NAME¶

MultidimIntegral - Example of Multi-dimensional Numerical Integration

SYNOPSIS¶

MultidimIntegral

DESCRIPTION¶

MultidimIntegral is an example of using QuantLib.

SEE ALSO¶

The source code CDS.cpp, BermudanSwaption(1), Bonds(1), CallableBonds(1), ConvertibleBonds(1), DiscreteHedging(1), EquityOption(1), FittedBondCurve(1), FRA(1), MarketModels(1), MulticurveBootstrapping(1), Replication(1), Repo(1), the QuantLib documentation and website at https://www.quantlib.org.

AUTHORS¶

The QuantLib Group (see Contributors.txt).

This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for QuantLib.