Module net.finmath.lib

Package net.finmath.integration

Class AbstractRealIntegral

java.lang.Object

net.finmath.integration.AbstractRealIntegral

All Implemented Interfaces:

RealIntegral

Direct Known Subclasses:

MonteCarloIntegrator, RombergRealIntegration, SimpsonRealIntegrator, TrapezoidalRealIntegrator

public abstract class AbstractRealIntegral
extends Object
implements RealIntegral

A real integral with lower and upper integration bounds.

Version:

1.0

Author:

Christian Fries

Constructor Summary

Constructors

Constructor	Description
AbstractRealIntegral(double lowerBound, double upperBound)	Create a real integral with lower and upper integration bounds.

Method Summary

Modifier and Type	Method	Description
double	getLowerBound()	Get the lower integration bound.
double	getUpperBound()	Get the upper integration bound.
abstract double	integrate(DoubleUnaryOperator integrand)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

AbstractRealIntegral

public AbstractRealIntegral(double lowerBound, double upperBound)

Create a real integral with lower and upper integration bounds.

Parameters:

lowerBound - Lower integration bound.

upperBound - Upper integration bound.

Method Details

getLowerBound

public double getLowerBound()

Get the lower integration bound.

Returns:

the lower integration bound.

getUpperBound

public double getUpperBound()

Get the upper integration bound.

Returns:

the upper integration bound.

integrate

public abstract double integrate(DoubleUnaryOperator integrand)

Specified by:

integrate in interface RealIntegral