Package | Description |
---|---|
net.finmath.integration |
Provides algorithms for numerical integration and wrappers to libraries with algorithms for numerical integration.
|
net.finmath.interpolation |
Basic methodologies to interpolate of curves and surfaces are provided here.
|
Modifier and Type | Method and Description |
---|---|
double |
TrapezoidalRealIntegrator.integrate(DoubleUnaryOperator integrand) |
double |
SimpsonRealIntegrator.integrate(DoubleUnaryOperator integrand) |
double |
RealIntegralInterface.integrate(DoubleUnaryOperator integrand) |
double |
MonteCarloIntegrator.integrate(DoubleUnaryOperator integrand) |
abstract double |
AbstractRealIntegral.integrate(DoubleUnaryOperator integrand) |
Modifier and Type | Class and Description |
---|---|
class |
RationalFunctionInterpolation
This class provides methodologies to interpolate given sample points by
rational functions, that is, given interpolation points (xi,yi)
the class provides a continuous function y = f(x) where
f(xi) = yi and
for xi < x < xi+1 the function is a fraction of two polynomes
f(x) = (sum aj xj) / (sum bk xk).
|
Copyright © 2015. All rights reserved.