com.opengamma.strata.math.impl.integration

Class IntegratorRepeated2D

java.lang.Object

com.opengamma.strata.math.impl.integration.Integrator2D<Double,Double>

com.opengamma.strata.math.impl.integration.IntegratorRepeated2D

All Implemented Interfaces:

Integrator<Double,Double,BiFunction<Double,Double,Double>>

public class IntegratorRepeated2D
extends Integrator2D<Double,Double>

Two dimensional integration by repeated one dimensional integration using Integrator1D.

Constructor Summary

Constructors

Constructor and Description
IntegratorRepeated2D(Integrator1D<Double,Double> integrator1D) Constructor.

Method Summary

Modifier and Type	Method and Description
Double	integrate(BiFunction<Double,Double,Double> f, Double[] lower, Double[] upper)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

IntegratorRepeated2D

public IntegratorRepeated2D(Integrator1D<Double,Double> integrator1D)

Constructor.

Parameters:

integrator1D - the 1-D integrator to be used for each repeated integral

Method Detail

integrate

public Double integrate(BiFunction<Double,Double,Double> f,
                        Double[] lower,
                        Double[] upper)

Parameters:

f - The function to be integrated, not null

lower - The array of lower bounds of integration, not null or empty

upper - The array of upper bounds of integration, not null or empty

Returns:

The result of the integral