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finMath lib documentation | |||||||||
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See:
Description
| Interface Summary | |
|---|---|
| RealIntegralInterface | Interface for real integral. |
| Class Summary | |
|---|---|
| AbstractRealIntegral | A real integral with lower and upper integration bounds. |
| MonteCarloIntegrator | A simple integrator using Monte-Carlo integration. |
| SimpsonRealIntegrator | A simple integrator using Simpson's rule. |
Provides algorithms for numerical integration and wrappers to libraries with algorithms for numerical integration.
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Copyright © 2014 Christian P. Fries. | |||||||||
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