Module net.finmath.lib

Package net.finmath.integration

Class RombergRealIntegration

java.lang.Object

net.finmath.integration.AbstractRealIntegral

net.finmath.integration.RombergRealIntegration

All Implemented Interfaces:

RealIntegral

public class RombergRealIntegration
extends AbstractRealIntegral

Implements a Romberg integrator. The class is actually a wrapper to the Romberg integrator in commons-math.

Version:

1.0

Author:

Christian Fries

Constructor Summary

Constructors

Constructor	Description
RombergRealIntegration(double lowerBound, double upperBound, int numberOfEvaluationPoints)	Create a Romberg integrator.

Method Summary

Modifier and Type	Method	Description
double	integrate(DoubleUnaryOperator integrand)

Methods inherited from class net.finmath.integration.AbstractRealIntegral

getLowerBound, getUpperBound

Methods inherited from class java.lang.Object

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

Constructor Details

RombergRealIntegration

public RombergRealIntegration(double lowerBound,
 double upperBound,
 int numberOfEvaluationPoints)

Create a Romberg integrator.

Parameters:

lowerBound - Lower bound of the integral.

upperBound - Upper bound of the integral.

numberOfEvaluationPoints - Maximum number of evaluation points to be used.

Method Details

integrate

public double integrate(DoubleUnaryOperator integrand)

Specified by:

integrate in interface RealIntegral

Specified by:

integrate in class AbstractRealIntegral