Uses of Class
net.finmath.integration.AbstractRealIntegral
Package
Description
Provides algorithms for numerical integration and wrappers to libraries with algorithms for numerical integration.
-
Uses of AbstractRealIntegral in net.finmath.integration
Modifier and TypeClassDescriptionclass
A simple integrator using Monte-Carlo integration.class
Implements a Romberg integrator.class
A simple integrator using Simpson's rule.class
A simple integrator using the trapezoidal rule.