Generalized N=2 topological amplitudes and holomorphic anomaly equation

In (arXiv:0905.3629) we described a new class of N=2 topological amplitudes that depends both on vector and hypermultiplet moduli. Here we find that this class is actually a particular case of much more general topological amplitudes which appear at higher loops in heterotic string theory compactified on K3×T2. We analyze their effective field theory interpretation and derive particular (first order) differential equations as a consequence of supersymmetry Ward identities and the 1/2-BPS nature of the corresponding effective action terms. In string theory the latter get modified due to anomalous world-sheet boundary contributions, generalizing in a non-trivial way the familiar holomorphic and harmonicity anomalies studied in the past. We prove by direct computation that the subclass of topological amplitudes studied in (arXiv:0905.3629) forms a closed set under these anomaly equations and that these equations are integrable.