Uses of Package
Packages that use com.opengamma.strata.math.impl.integration Package Description com.opengamma.strata.math.impl.integration
Classes in com.opengamma.strata.math.impl.integration used by com.opengamma.strata.math.impl.integration Class Description ExtendedTrapezoidIntegrator1DThe trapezoid integration rule is a two-point Newton-Cotes formula that approximates the area under the curve as a trapezoid. GaussianQuadratureDataClass holding the results of calculations of weights and abscissas by
GaussianQuadratureIntegrator1DClass that performs integration using Gaussian quadrature. IntegratorInterface for integration. Integrator1DClass for defining the integration of 1-D functions. Integrator2DClass for defining the integration of 2-D functions. QuadratureWeightAndAbscissaFunctionInterface for classes that generate weights and abscissas for use in Gaussian quadrature. RombergIntegrator1D SimpsonIntegrator1DSimpson's integration rule is a Newton-Cotes formula that approximates the function to be integrated with quadratic polynomials before performing the integration.