Package org.drip.numerical.rdintegration

Class QuadratureSetting

java.lang.Object
org.drip.numerical.rdintegration.QuadratureSetting
public class QuadratureSetting
extends java.lang.Object
QuadratureSetting provides the Setup for Rd To R1 Integration. The References are:

  • Kroese, D. P., T. Taimre, and Z. I. Botev (2011): Handbook of Monte Carlo Methods John Wiley and Sons Hoboken NJ
  • MacKay, D. (2003): Information Theory, Inference, and Learning Algorithms Cambridge University Press New York NY
  • Newman, M. E. J., and G. T. Barkema (1999): Monte Carlo Methods in Statistical Physics Oxford University Press Oxford UK
  • Press, W. H., S. A. Teukolsky, W. T. Vetterling, B. P. Flannery (2007): Numerical Recipes: The Art of Scientific Computing 3rd Edition Cambridge University Press New York NY
  • Wikipedia (2025): Monte Carlo Integration https://en.wikipedia.org/wiki/Monte_Carlo_integration




Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    QuadratureSetting​(RdToR1 integrand, QuadratureZone zone)
    QuadratureSetting Constructor

  • Method Summary

    Modifier and Type Method Description
    RdToR1 integrand()
    Retrieve the RdToR1 Integrand
    QuadratureZone zone()
    Retrieve the Quadrature Zone

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • QuadratureSetting

      public QuadratureSetting​(RdToR1 integrand, QuadratureZone zone) throws java.lang.Exception
      QuadratureSetting Constructor
      Parameters:
      integrand - RdToR1 Integrand
      zone - Quadrature Zone
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • integrand

      public RdToR1 integrand()
      Retrieve the RdToR1 Integrand
      Returns:
      RdToR1 Integrand

    • zone

      public QuadratureZone zone()
      Retrieve the Quadrature Zone
      Returns:
      Quadrature Zone