org.jquantlib.math.integrals

Class SimpsonIntegral

java.lang.Object

org.jquantlib.math.integrals.Integrator

org.jquantlib.math.integrals.TrapezoidIntegral<TrapezoidIntegral.Default>

org.jquantlib.math.integrals.SimpsonIntegral

public class SimpsonIntegral
extends TrapezoidIntegral<TrapezoidIntegral.Default>

Integral of a one-dimensional function using Simpson formula

Nested Class Summary

Nested classes/interfaces inherited from class org.jquantlib.math.integrals.TrapezoidIntegral

TrapezoidIntegral.Default, TrapezoidIntegral.MidPoint

Constructor Summary

Constructors

Constructor and Description
SimpsonIntegral(double accuracy, int maxIterations)

Method Summary

Methods inherited from class org.jquantlib.math.integrals.Integrator

absoluteAccuracy, absoluteError, isIntegrationSuccess, maxEvaluations, op, setAbsoluteAccuracy, setMaxEvaluations

Methods inherited from class java.lang.Object

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

Constructor Detail

SimpsonIntegral

public SimpsonIntegral(double accuracy,
                       int maxIterations)