Uses of Class
org.drip.numerical.quadrature.IntegrandGenerator
| Package | Description |
|---|---|
| org.drip.numerical.quadrature |
R1 Gaussian Integration Quadrature Schemes
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Uses of IntegrandGenerator in org.drip.numerical.quadrature
Methods in org.drip.numerical.quadrature that return IntegrandGenerator Modifier and Type Method Description static IntegrandGeneratorIntegrandGenerator. GaussChebyshevFirstKind(OrthogonalPolynomialSuite orthogonalPolynomialSuite)Construct the Gauss-Chebyshev (First-Kind) Integrand Quadrature Generatorstatic IntegrandGeneratorIntegrandGenerator. GaussChebyshevSecondKind(OrthogonalPolynomialSuite orthogonalPolynomialSuite)Construct the Gauss-Chebyshev (Second-Kind) Integrand Quadrature Generatorstatic IntegrandGeneratorIntegrandGenerator. GaussHermite(OrthogonalPolynomialSuite orthogonalPolynomialSuite)Construct the Gauss-Hermite Integrand Quadrature Generatorstatic IntegrandGeneratorIntegrandGenerator. GaussJacobi(OrthogonalPolynomialSuite orthogonalPolynomialSuite, double alpha, double beta)Construct the Gauss-Jacobi Integrand Quadrature Generatorstatic IntegrandGeneratorIntegrandGenerator. GaussLaguerre(OrthogonalPolynomialSuite orthogonalPolynomialSuite)Construct the Gauss-Laguerre Integrand Quadrature Generatorstatic IntegrandGeneratorIntegrandGenerator. GaussLegendre(OrthogonalPolynomialSuite orthogonalPolynomialSuite)Construct the Gauss-Legendre Integrand Quadrature Generatorstatic IntegrandGeneratorIntegrandGenerator. GeneralizedGaussLaguerre(OrthogonalPolynomialSuite orthogonalPolynomialSuite, double alpha)Construct the Generalized Gauss-Laguerre Integrand Quadrature Generator