/src/quantlib/ql/experimental/math/multidimintegrator.hpp

Source
/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*
 Copyright (C) 2014 Jose Aparicio

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at
 <https://www.quantlib.org/license.shtml>.

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

#ifndef quantlib_math_multidimintegrator_hpp
#define quantlib_math_multidimintegrator_hpp

#include <ql/types.hpp>
#include <ql/errors.hpp>
#include <ql/math/integrals/integral.hpp>
#include <functional>
#include <vector>

namespace QuantLib {

    /*! \brief Integrates a vector or scalar function of vector domain. 
        
        Uses a collection of arbitrary 1D integrators along each of the 
        dimensions. A template recursion along dimensions avoids calling depth 
        test or virtual functions.\par
        This class generalizes to an arbitrary number of dimensions the 
        functionality in class TwoDimensionalIntegral  
    */
    class MultidimIntegral {
    public:
        explicit MultidimIntegral(
            const std::vector<ext::shared_ptr<Integrator> >& integrators);

        // scalar variant
        /*! f is the integrand function; a and b are the lower and
            upper integration limit domain for each dimension.
        */
        Real operator()(
            const std::function<Real (const std::vector<Real>&)>& f,
            const std::vector<Real>& a,
            const std::vector<Real>& b) const 
        {
            QL_REQUIRE((a.size()==b.size())&&(b.size()==integrators_.size()), 
                "Incompatible integration problem dimensions");
            return integrationLevelEntries_[integrators_.size()-1](f, a, b);
        }
        // to do: write std::vector<Real> operator()(...) version

    private:
        static const Size maxDimensions_ = 15;

        /* Here is the tradeoff; this is avoiding the dimension limits checks 
        during integration at the price of these asignments during construction.
        Explicit template instantiation is of no use, an object is needed 
        (notice 'this' is needed for the asignment.)
        If not all the dimensions up the maximum number are used the waste goes
        into storage of the functions (in fact only one is used)
        */
        template<Size depth>
        void spawnFcts() const;
        // Splits the integration in cross-sections per dimension.
        template<int T_N> 
        Real vectorBinder (
            const std::function<Real (const std::vector<Real>&)>& f,
            Real z,
            const std::vector<Real>& a,
            const std::vector<Real>& b) const ;
        // actual integration of dimension nT
        template<int nT>
        Real integrate(
            const std::function<Real (const std::vector<Real>&)>& f,
            const std::vector<Real>& a,
            const std::vector<Real>& b) const;

        const std::vector<ext::shared_ptr<Integrator> > integrators_;

        /* typedef (const std::function<Real 
            (const std::vector<Real>&arg1)>&arg2) integrableFunctType;
        */

        /* vector of, functions returning reals And taking as argument: 
        1.- a const ref to a function taking vectors 
        2.- a vector, 3. another vector. typedefs eventually...
         at first sight this might look like mimicking a virtual table, it isnt 
         that. The reason is to be able to select the correct integration 
         dimension at run time, this can not be done before because of the 
         template argument restriction to be constant known at compilation.
        */
        mutable std::vector<std::function<Real (//<- members: integrate<N>
            // integrable function:
            const std::function<Real (const std::vector<Real>&)>&, 
            const std::vector<Real>&, //<- a
            const std::vector<Real>&) //<- b
            > > 
            integrationLevelEntries_;

        /* One can avoid the passing around of the ct refs to a and b but the 
        price is to keep a copy of them (they are unknown at construction time)
         On the other hand the vector integration variable has to be created.*/
        mutable std::vector<Real> varBuffer_;

    };

    // spez last call/dimension
    template<>
    Real inline MultidimIntegral::vectorBinder<0> (
        const std::function<Real (const std::vector<Real>&)>& f, 
        Real z,
        const std::vector<Real>& a,
        const std::vector<Real>& b) const
    {
        varBuffer_[0] = z;
        return f(varBuffer_);
    }

    template<>
    void inline MultidimIntegral::spawnFcts<1>() const {
        integrationLevelEntries_[0] = [this](const auto& f, const auto& a, const auto& b) {
            return this->integrate<0>(f, a, b);
        };
    }

    template<int nT>
    inline Real MultidimIntegral::integrate(
        const std::function<Real (const std::vector<Real>&)>& f,
        const std::vector<Real>& a,
        const std::vector<Real>& b) const 
    {
        return 
            (*integrators_[nT])([this, &f, &a, &b](auto z) {
                return this->vectorBinder<nT>(f, z, a, b);
            }, a[nT], b[nT]);
    }

    template<int T_N> 
    inline Real MultidimIntegral::vectorBinder (
        const std::function<Real (const std::vector<Real>&)>& f,
        Real z,
        const std::vector<Real>& a,
        const std::vector<Real>& b) const 
    {
        varBuffer_[T_N] = z;
        return integrate<T_N-1>(f, a, b);
    }

    template<Size depth>
    void MultidimIntegral::spawnFcts() const {
        integrationLevelEntries_[depth-1] = [this](const auto& f, const auto& a, const auto& b) {
            return this->integrate<depth-1>(f, a, b);
        };
        spawnFcts<depth-1>();
    }

}

#endif

Line	Count	Source
1		/* -- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -- */
2
3		/*
4		Copyright (C) 2014 Jose Aparicio
5
6		This file is part of QuantLib, a free-software/open-source library
7		for financial quantitative analysts and developers - http://quantlib.org/
8
9		QuantLib is free software: you can redistribute it and/or modify it
10		under the terms of the QuantLib license. You should have received a
11		copy of the license along with this program; if not, please email
12		<quantlib-dev@lists.sf.net>. The license is also available online at
13		<https://www.quantlib.org/license.shtml>.
14
15		This program is distributed in the hope that it will be useful, but WITHOUT
16		ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17		FOR A PARTICULAR PURPOSE. See the license for more details.
18		*/
19
20		#ifndef quantlib_math_multidimintegrator_hpp
21		#define quantlib_math_multidimintegrator_hpp
22
23		#include <ql/types.hpp>
24		#include <ql/errors.hpp>
25		#include <ql/math/integrals/integral.hpp>
26		#include <functional>
27		#include <vector>
28
29		namespace QuantLib {
30
31		/*! \brief Integrates a vector or scalar function of vector domain.
32
33		Uses a collection of arbitrary 1D integrators along each of the
34		dimensions. A template recursion along dimensions avoids calling depth
35		test or virtual functions.\par
36		This class generalizes to an arbitrary number of dimensions the
37		functionality in class TwoDimensionalIntegral
38		*/
39		class MultidimIntegral {
40		public:
41		explicit MultidimIntegral(
42		const std::vector<ext::shared_ptr<Integrator> >& integrators);
43
44		// scalar variant
45		/*! f is the integrand function; a and b are the lower and
46		upper integration limit domain for each dimension.
47		*/
48		Real operator()(
49		const std::function<Real (const std::vector<Real>&)>& f,
50		const std::vector<Real>& a,
51		const std::vector<Real>& b) const
52	0	{
53	0	QL_REQUIRE((a.size()==b.size())&&(b.size()==integrators_.size()),
54	0	"Incompatible integration problem dimensions");
55	0	return integrationLevelEntries_[integrators_.size()-1](f, a, b);
56	0	}
57		// to do: write std::vector<Real> operator()(...) version
58
59		private:
60		static const Size maxDimensions_ = 15;
61
62		/* Here is the tradeoff; this is avoiding the dimension limits checks
63		during integration at the price of these asignments during construction.
64		Explicit template instantiation is of no use, an object is needed
65		(notice 'this' is needed for the asignment.)
66		If not all the dimensions up the maximum number are used the waste goes
67		into storage of the functions (in fact only one is used)
68		*/
69		template<Size depth>
70		void spawnFcts() const;
71		// Splits the integration in cross-sections per dimension.
72		template<int T_N>
73		Real vectorBinder (
74		const std::function<Real (const std::vector<Real>&)>& f,
75		Real z,
76		const std::vector<Real>& a,
77		const std::vector<Real>& b) const ;
78		// actual integration of dimension nT
79		template<int nT>
80		Real integrate(
81		const std::function<Real (const std::vector<Real>&)>& f,
82		const std::vector<Real>& a,
83		const std::vector<Real>& b) const;
84
85		const std::vector<ext::shared_ptr<Integrator> > integrators_;
86
87		/* typedef (const std::function<Real
88		(const std::vector<Real>&arg1)>&arg2) integrableFunctType;
89		*/
90
91		/* vector of, functions returning reals And taking as argument:
92		1.- a const ref to a function taking vectors
93		2.- a vector, 3. another vector. typedefs eventually...
94		at first sight this might look like mimicking a virtual table, it isnt
95		that. The reason is to be able to select the correct integration
96		dimension at run time, this can not be done before because of the
97		template argument restriction to be constant known at compilation.
98		*/
99		mutable std::vector<std::function<Real (//<- members: integrate<N>
100		// integrable function:
101		const std::function<Real (const std::vector<Real>&)>&,
102		const std::vector<Real>&, //<- a
103		const std::vector<Real>&) //<- b
104		> >
105		integrationLevelEntries_;
106
107		/* One can avoid the passing around of the ct refs to a and b but the
108		price is to keep a copy of them (they are unknown at construction time)
109		On the other hand the vector integration variable has to be created.*/
110		mutable std::vector<Real> varBuffer_;
111
112		};
113
114		// spez last call/dimension
115		template<>
116		Real inline MultidimIntegral::vectorBinder<0> (
117		const std::function<Real (const std::vector<Real>&)>& f,
118		Real z,
119		const std::vector<Real>& a,
120		const std::vector<Real>& b) const
121	0	{
122	0	varBuffer_[0] = z;
123	0	return f(varBuffer_);
124	0	}
125
126		template<>
127	0	void inline MultidimIntegral::spawnFcts<1>() const {
128	0	integrationLevelEntries_[0] = [this](const auto& f, const auto& a, const auto& b) {
129	0	return this->integrate<0>(f, a, b);
130	0	};
131	0	}
132
133		template<int nT>
134		inline Real MultidimIntegral::integrate(
135		const std::function<Real (const std::vector<Real>&)>& f,
136		const std::vector<Real>& a,
137		const std::vector<Real>& b) const
138	0	{
139	0	return
140	0	(*integrators_[nT])([this, &f, &a, &b](auto z) {
141	0	return this->vectorBinder<nT>(f, z, a, b);
142	0	}, a[nT], b[nT]); Unexecuted instantiation: auto QuantLib::MultidimIntegral::integrate<14>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const::{lambda(auto:1)#1}::operator()<double>(double) const Unexecuted instantiation: auto QuantLib::MultidimIntegral::integrate<13>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const::{lambda(auto:1)#1}::operator()<double>(double) const Unexecuted instantiation: auto QuantLib::MultidimIntegral::integrate<12>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const::{lambda(auto:1)#1}::operator()<double>(double) const Unexecuted instantiation: auto QuantLib::MultidimIntegral::integrate<11>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const::{lambda(auto:1)#1}::operator()<double>(double) const Unexecuted instantiation: auto QuantLib::MultidimIntegral::integrate<10>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const::{lambda(auto:1)#1}::operator()<double>(double) const Unexecuted instantiation: auto QuantLib::MultidimIntegral::integrate<9>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const::{lambda(auto:1)#1}::operator()<double>(double) const Unexecuted instantiation: auto QuantLib::MultidimIntegral::integrate<8>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const::{lambda(auto:1)#1}::operator()<double>(double) const Unexecuted instantiation: auto QuantLib::MultidimIntegral::integrate<7>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const::{lambda(auto:1)#1}::operator()<double>(double) const Unexecuted instantiation: auto QuantLib::MultidimIntegral::integrate<6>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const::{lambda(auto:1)#1}::operator()<double>(double) const Unexecuted instantiation: auto QuantLib::MultidimIntegral::integrate<5>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const::{lambda(auto:1)#1}::operator()<double>(double) const Unexecuted instantiation: auto QuantLib::MultidimIntegral::integrate<4>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const::{lambda(auto:1)#1}::operator()<double>(double) const Unexecuted instantiation: auto QuantLib::MultidimIntegral::integrate<3>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const::{lambda(auto:1)#1}::operator()<double>(double) const Unexecuted instantiation: auto QuantLib::MultidimIntegral::integrate<2>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const::{lambda(auto:1)#1}::operator()<double>(double) const Unexecuted instantiation: auto QuantLib::MultidimIntegral::integrate<1>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const::{lambda(auto:1)#1}::operator()<double>(double) const Unexecuted instantiation: auto QuantLib::MultidimIntegral::integrate<0>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const::{lambda(auto:1)#1}::operator()<double>(double) const
143	0	} Unexecuted instantiation: double QuantLib::MultidimIntegral::integrate<0>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const Unexecuted instantiation: double QuantLib::MultidimIntegral::integrate<14>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const Unexecuted instantiation: double QuantLib::MultidimIntegral::integrate<13>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const Unexecuted instantiation: double QuantLib::MultidimIntegral::integrate<12>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const Unexecuted instantiation: double QuantLib::MultidimIntegral::integrate<11>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const Unexecuted instantiation: double QuantLib::MultidimIntegral::integrate<10>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const Unexecuted instantiation: double QuantLib::MultidimIntegral::integrate<9>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const Unexecuted instantiation: double QuantLib::MultidimIntegral::integrate<8>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const Unexecuted instantiation: double QuantLib::MultidimIntegral::integrate<7>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const Unexecuted instantiation: double QuantLib::MultidimIntegral::integrate<6>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const Unexecuted instantiation: double QuantLib::MultidimIntegral::integrate<5>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const Unexecuted instantiation: double QuantLib::MultidimIntegral::integrate<4>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const Unexecuted instantiation: double QuantLib::MultidimIntegral::integrate<3>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const Unexecuted instantiation: double QuantLib::MultidimIntegral::integrate<2>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const Unexecuted instantiation: double QuantLib::MultidimIntegral::integrate<1>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const
144
145		template<int T_N>
146		inline Real MultidimIntegral::vectorBinder (
147		const std::function<Real (const std::vector<Real>&)>& f,
148		Real z,
149		const std::vector<Real>& a,
150		const std::vector<Real>& b) const
151	0	{
152	0	varBuffer_[T_N] = z;
153	0	return integrate<T_N-1>(f, a, b);
154	0	} Unexecuted instantiation: double QuantLib::MultidimIntegral::vectorBinder<14>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, double, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const Unexecuted instantiation: double QuantLib::MultidimIntegral::vectorBinder<13>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, double, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const Unexecuted instantiation: double QuantLib::MultidimIntegral::vectorBinder<12>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, double, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const Unexecuted instantiation: double QuantLib::MultidimIntegral::vectorBinder<11>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, double, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const Unexecuted instantiation: double QuantLib::MultidimIntegral::vectorBinder<10>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, double, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const Unexecuted instantiation: double QuantLib::MultidimIntegral::vectorBinder<9>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, double, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const Unexecuted instantiation: double QuantLib::MultidimIntegral::vectorBinder<8>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, double, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const Unexecuted instantiation: double QuantLib::MultidimIntegral::vectorBinder<7>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, double, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const Unexecuted instantiation: double QuantLib::MultidimIntegral::vectorBinder<6>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, double, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const Unexecuted instantiation: double QuantLib::MultidimIntegral::vectorBinder<5>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, double, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const Unexecuted instantiation: double QuantLib::MultidimIntegral::vectorBinder<4>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, double, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const Unexecuted instantiation: double QuantLib::MultidimIntegral::vectorBinder<3>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, double, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const Unexecuted instantiation: double QuantLib::MultidimIntegral::vectorBinder<2>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, double, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const Unexecuted instantiation: double QuantLib::MultidimIntegral::vectorBinder<1>(std::__1::function<double (std::__1::vector<double, std::__1::allocator<double> > const&)> const&, double, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&) const
155
156		template<Size depth>
157	0	void MultidimIntegral::spawnFcts() const {
158	0	integrationLevelEntries_[depth-1] = [this](const auto& f, const auto& a, const auto& b) {
159	0	return this->integrate<depth-1>(f, a, b);
160	0	}; Unexecuted instantiation: auto QuantLib::MultidimIntegral::spawnFcts<15ul>() const::{lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()<std::__1::function<double ({lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::vector<double, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> > const&)>, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double>, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> >(std::__1::function<double ({lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::vector<double, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> > const&)> const&, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> const&, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> const&) const Unexecuted instantiation: auto QuantLib::MultidimIntegral::spawnFcts<14ul>() const::{lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()<std::__1::function<double ({lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::vector<double, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> > const&)>, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double>, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> >(std::__1::function<double ({lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::vector<double, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> > const&)> const&, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> const&, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> const&) const Unexecuted instantiation: auto QuantLib::MultidimIntegral::spawnFcts<13ul>() const::{lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()<std::__1::function<double ({lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::vector<double, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> > const&)>, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double>, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> >(std::__1::function<double ({lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::vector<double, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> > const&)> const&, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> const&, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> const&) const Unexecuted instantiation: auto QuantLib::MultidimIntegral::spawnFcts<12ul>() const::{lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()<std::__1::function<double ({lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::vector<double, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> > const&)>, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double>, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> >(std::__1::function<double ({lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::vector<double, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> > const&)> const&, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> const&, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> const&) const Unexecuted instantiation: auto QuantLib::MultidimIntegral::spawnFcts<11ul>() const::{lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()<std::__1::function<double ({lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::vector<double, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> > const&)>, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double>, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> >(std::__1::function<double ({lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::vector<double, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> > const&)> const&, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> const&, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> const&) const Unexecuted instantiation: auto QuantLib::MultidimIntegral::spawnFcts<10ul>() const::{lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()<std::__1::function<double ({lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::vector<double, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> > const&)>, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double>, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> >(std::__1::function<double ({lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::vector<double, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> > const&)> const&, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> const&, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> const&) const Unexecuted instantiation: auto QuantLib::MultidimIntegral::spawnFcts<9ul>() const::{lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()<std::__1::function<double ({lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::vector<double, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> > const&)>, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double>, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> >(std::__1::function<double ({lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::vector<double, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> > const&)> const&, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> const&, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> const&) const Unexecuted instantiation: auto QuantLib::MultidimIntegral::spawnFcts<8ul>() const::{lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()<std::__1::function<double ({lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::vector<double, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> > const&)>, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double>, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> >(std::__1::function<double ({lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::vector<double, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> > const&)> const&, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> const&, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> const&) const Unexecuted instantiation: auto QuantLib::MultidimIntegral::spawnFcts<7ul>() const::{lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()<std::__1::function<double ({lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::vector<double, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> > const&)>, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double>, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> >(std::__1::function<double ({lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::vector<double, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> > const&)> const&, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> const&, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> const&) const Unexecuted instantiation: auto QuantLib::MultidimIntegral::spawnFcts<6ul>() const::{lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()<std::__1::function<double ({lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::vector<double, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> > const&)>, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double>, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> >(std::__1::function<double ({lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::vector<double, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> > const&)> const&, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> const&, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> const&) const Unexecuted instantiation: auto QuantLib::MultidimIntegral::spawnFcts<5ul>() const::{lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()<std::__1::function<double ({lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::vector<double, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> > const&)>, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double>, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> >(std::__1::function<double ({lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::vector<double, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> > const&)> const&, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> const&, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> const&) const Unexecuted instantiation: auto QuantLib::MultidimIntegral::spawnFcts<4ul>() const::{lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()<std::__1::function<double ({lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::vector<double, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> > const&)>, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double>, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> >(std::__1::function<double ({lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::vector<double, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> > const&)> const&, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> const&, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> const&) const Unexecuted instantiation: auto QuantLib::MultidimIntegral::spawnFcts<3ul>() const::{lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()<std::__1::function<double ({lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::vector<double, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> > const&)>, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double>, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> >(std::__1::function<double ({lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::vector<double, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> > const&)> const&, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> const&, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> const&) const Unexecuted instantiation: auto QuantLib::MultidimIntegral::spawnFcts<2ul>() const::{lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()<std::__1::function<double ({lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::vector<double, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> > const&)>, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double>, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> >(std::__1::function<double ({lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::vector<double, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> > const&)> const&, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> const&, {lambda(auto:1 const&, auto:2 const&, auto:3 const&)#1}::operator()::allocator<double> const&) const
161	0	spawnFcts<depth-1>();
162	0	} Unexecuted instantiation: void QuantLib::MultidimIntegral::spawnFcts<15ul>() const Unexecuted instantiation: void QuantLib::MultidimIntegral::spawnFcts<14ul>() const Unexecuted instantiation: void QuantLib::MultidimIntegral::spawnFcts<13ul>() const Unexecuted instantiation: void QuantLib::MultidimIntegral::spawnFcts<12ul>() const Unexecuted instantiation: void QuantLib::MultidimIntegral::spawnFcts<11ul>() const Unexecuted instantiation: void QuantLib::MultidimIntegral::spawnFcts<10ul>() const Unexecuted instantiation: void QuantLib::MultidimIntegral::spawnFcts<9ul>() const Unexecuted instantiation: void QuantLib::MultidimIntegral::spawnFcts<8ul>() const Unexecuted instantiation: void QuantLib::MultidimIntegral::spawnFcts<7ul>() const Unexecuted instantiation: void QuantLib::MultidimIntegral::spawnFcts<6ul>() const Unexecuted instantiation: void QuantLib::MultidimIntegral::spawnFcts<5ul>() const Unexecuted instantiation: void QuantLib::MultidimIntegral::spawnFcts<4ul>() const Unexecuted instantiation: void QuantLib::MultidimIntegral::spawnFcts<3ul>() const Unexecuted instantiation: void QuantLib::MultidimIntegral::spawnFcts<2ul>() const
163
164		}
165
166		#endif

Coverage Report

Created: 2026-06-08 06:47