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.
|
class |
TrapezoidalRealIntegrator
A simple integrator using the trapezoidal rule.
|
Copyright © 2015. All rights reserved.