Uses of Interface
net.finmath.integration.RealIntegral
| Package | Description |
|---|---|
| net.finmath.integration |
Provides algorithms for numerical integration and wrappers to libraries with algorithms for numerical integration.
|
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Uses of RealIntegral in net.finmath.integration
Classes in net.finmath.integration that implement RealIntegral Modifier and Type Class Description classAbstractRealIntegralA real integral with lower and upper integration bounds.classMonteCarloIntegratorA simple integrator using Monte-Carlo integration.classRombergRealIntegrationImplements a Romberg integrator.classSimpsonRealIntegratorA simple integrator using Simpson's rule.classTrapezoidalRealIntegratorA simple integrator using the trapezoidal rule.