## Uses of Classcom.opengamma.strata.math.impl.integration.Integrator1D

• Packages that use Integrator1D
Package Description
com.opengamma.strata.math.impl.integration
• ### Uses of Integrator1D in com.opengamma.strata.math.impl.integration

Subclasses of Integrator1D in com.opengamma.strata.math.impl.integration
Modifier and Type Class Description
class  AdaptiveCompositeIntegrator1D
Adaptive composite integrator: step size is set to be small if functional variation of integrand is large The integrator in individual intervals (base integrator) should be specified by constructor.
class  ExtendedTrapezoidIntegrator1D
The trapezoid integration rule is a two-point Newton-Cotes formula that approximates the area under the curve as a trapezoid.
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  GaussianQuadratureIntegrator1D
Class that performs integration using Gaussian quadrature.
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.
class  RombergIntegrator1D
Romberg's method estimates an integral by repeatedly using Richardson extrapolation on the extended trapezium rule ExtendedTrapezoidIntegrator1D.
class  RungeKuttaIntegrator1D
Adapted from the forth-order Runge-Kutta method for solving ODE.
class  SimpsonIntegrator1D
Simpson's integration rule is a Newton-Cotes formula that approximates the function to be integrated with quadratic polynomials before performing the integration.
Methods in com.opengamma.strata.math.impl.integration that return Integrator1D
Modifier and Type Method Description
static Integrator1D<Double,​Double> RealFunctionIntegrator1DFactory.getIntegrator​(String integratorName)
Given a name, returns an instance of that integrator.
Methods in com.opengamma.strata.math.impl.integration with parameters of type Integrator1D
Modifier and Type Method Description
static String RealFunctionIntegrator1DFactory.getIntegratorName​(Integrator1D<Double,​Double> integrator)
Given an integrator, returns its name.
Constructors in com.opengamma.strata.math.impl.integration with parameters of type Integrator1D
Constructor Description
AdaptiveCompositeIntegrator1D​(Integrator1D<Double,​Double> integrator)
Creates an instance.
AdaptiveCompositeIntegrator1D​(Integrator1D<Double,​Double> integrator, double gain, double tol)
Creates an instance.
IntegratorRepeated2D​(Integrator1D<Double,​Double> integrator1D)
Constructor.