Class IntegratorRepeated2D
- java.lang.Object
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- com.opengamma.strata.math.impl.integration.Integrator2D<Double,Double>
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- com.opengamma.strata.math.impl.integration.IntegratorRepeated2D
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- All Implemented Interfaces:
Integrator<Double,Double,BiFunction<Double,Double,Double>>
public class IntegratorRepeated2D extends Integrator2D<Double,Double>
Two dimensional integration by repeated one dimensional integration usingIntegrator1D
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Constructor Summary
Constructors Constructor Description IntegratorRepeated2D(Integrator1D<Double,Double> integrator1D)
Constructor.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description Double
integrate(BiFunction<Double,Double,Double> f, Double[] lower, Double[] upper)
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Constructor Detail
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IntegratorRepeated2D
public IntegratorRepeated2D(Integrator1D<Double,Double> integrator1D)
Constructor.- Parameters:
integrator1D
- the 1-D integrator to be used for each repeated integral
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Method Detail
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integrate
public Double integrate(BiFunction<Double,Double,Double> f, Double[] lower, Double[] upper)
- Parameters:
f
- The function to be integrated, not nulllower
- The array of lower bounds of integration, not null or emptyupper
- The array of upper bounds of integration, not null or empty- Returns:
- The result of the integral
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