| Package | Description |
|---|---|
| com.opengamma.strata.math.impl.integration |
| Modifier and Type | Class and Description |
|---|---|
class |
GaussHermiteQuadratureIntegrator1D
Gauss-Hermite quadrature approximates the value of integrals of the form
$$
\begin{align*}
\int_{-\infty}^{\infty} e^{-x^2} g(x) dx
\end{align*}
$$
The weights and abscissas are generated by
GaussHermiteWeightAndAbscissaFunction. |
class |
GaussJacobiQuadratureIntegrator1D
Gauss-Jacobi quadrature approximates the value of integrals of the form
$$
\begin{align*}
\int_{-1}^{1} (1 - x)^\alpha (1 + x)^\beta f(x) dx
\end{align*}
$$
The weights and abscissas are generated by
GaussJacobiWeightAndAbscissaFunction. |
class |
GaussLaguerreQuadratureIntegrator1D
Gauss-Laguerre quadrature approximates the value of integrals of the form
$$
\begin{align*}
\int_{0}^{\infty} e^{-x}f(x) dx
\end{align*}
$$
The weights and abscissas are generated by
GaussLaguerreWeightAndAbscissaFunction. |
class |
GaussLegendreQuadratureIntegrator1D
Gauss-Legendre quadrature approximates the value of integrals of the form
$$
\begin{align*}
\int_{-1}^{1} f(x) dx
\end{align*}
$$
The weights and abscissas are generated by
GaussLegendreWeightAndAbscissaFunction. |
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Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.