Uses of Interface
net.finmath.compatibility.java.util.function.DoubleUnaryOperator

Packages that use DoubleUnaryOperator

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.
net.finmath.montecarlo	Provides basic interfaces and classes used in Monte-Carlo models (like LIBOR market model or Monte-Carlo simulation of a Black-Scholes model), e.g., the Monte-Carlo random variable and the Brownian motion.

Uses of DoubleUnaryOperator in net.finmath.integration

Methods in net.finmath.integration with parameters of type DoubleUnaryOperator

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)

Uses of DoubleUnaryOperator in net.finmath.interpolation

Classes in net.finmath.interpolation that implement DoubleUnaryOperator

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).

Uses of DoubleUnaryOperator in net.finmath.montecarlo

Constructor parameters in net.finmath.montecarlo with type arguments of type DoubleUnaryOperator

Constructor and Description
IndependentIncrements(TimeDiscretizationInterface timeDiscretization, int numberOfFactors, int numberOfPaths, int seed, IntFunction<IntFunction<DoubleUnaryOperator>> inverseCumulativeDistributionFunctions) Construct the simulation of independet increments.
IndependentIncrements(TimeDiscretizationInterface timeDiscretization, int numberOfFactors, int numberOfPaths, int seed, IntFunction<IntFunction<DoubleUnaryOperator>> inverseCumulativeDistributionFunctions, AbstractRandomVariableFactory randomVariableFactory) Construct the simulation of independent increments.