Uses of Class
com.opengamma.strata.math.impl.integration.GaussianQuadratureIntegrator1D
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Packages that use GaussianQuadratureIntegrator1D Package Description com.opengamma.strata.math.impl.integration -
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Uses of GaussianQuadratureIntegrator1D in com.opengamma.strata.math.impl.integration
Subclasses of GaussianQuadratureIntegrator1D in com.opengamma.strata.math.impl.integration Modifier and Type Class Description classGaussHermiteQuadratureIntegrator1DGauss-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 byGaussHermiteWeightAndAbscissaFunction.classGaussJacobiQuadratureIntegrator1DGauss-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 byGaussJacobiWeightAndAbscissaFunction.classGaussLaguerreQuadratureIntegrator1DGauss-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 byGaussLaguerreWeightAndAbscissaFunction.classGaussLegendreQuadratureIntegrator1DGauss-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 byGaussLegendreWeightAndAbscissaFunction.
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