| Package | Description |
|---|---|
| com.opengamma.strata.math.impl.integration |
| Modifier and Type | Class and Description |
|---|---|
class |
GaussHermiteWeightAndAbscissaFunction
Class that generates weights and abscissas for Gauss-Hermite quadrature.
|
class |
GaussJacobiWeightAndAbscissaFunction
Class that generates weights and abscissas for Gauss-Jacobi quadrature.
|
class |
GaussLaguerreWeightAndAbscissaFunction
Class that generates weights and abscissas for Gauss-Laguerre quadrature.
|
class |
GaussLegendreWeightAndAbscissaFunction
Class that generates weights and abscissas for Gauss-Legendre quadrature.
|
| Constructor and Description |
|---|
GaussianQuadratureIntegrator1D(int n,
QuadratureWeightAndAbscissaFunction generator)
Creates an instance.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.