| Package | Description |
|---|---|
| com.opengamma.strata.math.impl.integration |
| Class and Description |
|---|
| ExtendedTrapezoidIntegrator1D
The trapezoid integration rule is a two-point Newton-Cotes formula that
approximates the area under the curve as a trapezoid.
|
| GaussianQuadratureData
Class holding the results of calculations of weights and abscissas by
QuadratureWeightAndAbscissaFunction. |
| GaussianQuadratureIntegrator1D
Class that performs integration using Gaussian quadrature.
|
| Integrator
Interface for integration.
|
| Integrator1D
Class for defining the integration of 1-D functions.
|
| Integrator2D
Class for defining the integration of 2-D functions.
|
| QuadratureWeightAndAbscissaFunction
Interface for classes that generate weights and abscissas for use in Gaussian quadrature.
|
| RombergIntegrator1D
Romberg's method estimates an integral by repeatedly using Richardson extrapolation
on the extended trapezium rule
ExtendedTrapezoidIntegrator1D. |
| SimpsonIntegrator1D
Simpson's integration rule is a Newton-Cotes formula that approximates the
function to be integrated with quadratic polynomials before performing the
integration.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.