com.opengamma.strata.math.impl.integration

Interface QuadratureWeightAndAbscissaFunction

All Known Implementing Classes:

GaussHermiteWeightAndAbscissaFunction, GaussJacobiWeightAndAbscissaFunction, GaussLaguerreWeightAndAbscissaFunction, GaussLegendreWeightAndAbscissaFunction

public interface QuadratureWeightAndAbscissaFunction

Interface for classes that generate weights and abscissas for use in Gaussian quadrature. The abscissas are the roots of an orthogonal polynomial OrthogonalPolynomialFunctionGenerator.

Method Summary

Modifier and Type	Method and Description
GaussianQuadratureData	generate(int n)

Method Detail

generate

GaussianQuadratureData generate(int n)

Parameters:

n - The number of weights and abscissas to generate, not negative or zero

Returns:

An object containing the weights and abscissas