| Package | Description |
|---|---|
| net.finmath.integration |
Provides algorithms for numerical integration and wrappers to libraries with algorithms for numerical integration.
|
| Modifier and Type | Class and Description |
|---|---|
class |
AbstractRealIntegral
A real integral with lower and upper integration bounds.
|
class |
MonteCarloIntegrator
A simple integrator using Monte-Carlo integration.
|
class |
SimpsonRealIntegrator
A simple integrator using Simpson's rule.
|
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