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 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 byGaussHermiteWeightAndAbscissaFunction
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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 byGaussJacobiWeightAndAbscissaFunction
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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 byGaussLaguerreWeightAndAbscissaFunction
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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 byGaussLegendreWeightAndAbscissaFunction
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