Package org.jquantlib.math.integrals

Examples of org.jquantlib.math.integrals.SimpsonIntegral.op()

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                    CubicInterpolation.DerivativeApprox.Spline, false,
                    CubicInterpolation.BoundaryCondition.NotAKnot, Constants.NULL_REAL,
                    CubicInterpolation.BoundaryCondition.NotAKnot, Constants.NULL_REAL);
          f.update();

          result = Math.sqrt(integral.op(makeErrorFunction(f), -1.7, 1.9));
          result /= scaleFactor;
            assertFalse("Not-a-knot spline interpolation "
                    +"\n    sample points:      "+n
                    +"\n    norm of difference: "+result
                    +"\n    it should be:       "+tabulatedErrors[i],
View Full Code Here
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                    CubicInterpolation.DerivativeApprox.Spline, true,
                    CubicInterpolation.BoundaryCondition.NotAKnot, Constants.NULL_REAL,
                    CubicInterpolation.BoundaryCondition.NotAKnot, Constants.NULL_REAL);
          f.update();

            result = Math.sqrt(integral.op(makeErrorFunction(f), -1.7, 1.9));
          result /= scaleFactor;
            assertFalse ("MC Not-a-knot spline interpolation "
                    + "\n    sample points:      "
                    + "\n    norm of difference: " + result
                    + "\n    it should be:       " + tabulatedErrors[i],
View Full Code Here
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                    CubicInterpolation.DerivativeApprox.Spline, false,
                    CubicInterpolation.BoundaryCondition.NotAKnot, Constants.NULL_REAL,
                    CubicInterpolation.BoundaryCondition.NotAKnot, Constants.NULL_REAL);
          f.update();

          result = Math.sqrt(integral.op(makeErrorFunction(f), -1.7, 1.9));
          result /= scaleFactor;
            assertFalse("Not-a-knot spline interpolation "
                    +"\n    sample points:      "+n
                    +"\n    norm of difference: "+result
                    +"\n    it should be:       "+tabulatedErrors[i],
View Full Code Here
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                    CubicInterpolation.DerivativeApprox.Spline, true,
                    CubicInterpolation.BoundaryCondition.NotAKnot, Constants.NULL_REAL,
                    CubicInterpolation.BoundaryCondition.NotAKnot, Constants.NULL_REAL);
          f.update();

            result = Math.sqrt(integral.op(makeErrorFunction(f), -1.7, 1.9));
          result /= scaleFactor;
            assertFalse ("MC Not-a-knot spline interpolation "
                    + "\n    sample points:      "
                    + "\n    norm of difference: " + result
                    + "\n    it should be:       " + tabulatedErrors[i],
View Full Code Here
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