Uses of Interface
net.finmath.integration.RealIntegral
Packages that use RealIntegral
Package
Description
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 RealIntegralModifier and TypeClassDescriptionclassA real integral with lower and upper integration bounds.classA simple integrator using Monte-Carlo integration.classImplements a Romberg integrator.classA simple integrator using Simpson's rule.classA simple integrator using the trapezoidal rule.