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finmath lib is a Mathematical Finance Library in Java.
It provides algorithms and methodologies related to mathematical finance.
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/*
* (c) Copyright Christian P. Fries, Germany. Contact: [email protected].
*
* Created on 23.03.2014
*/
package net.finmath.integration;
import java.util.function.DoubleUnaryOperator;
/**
* Interface for real integral. An integral is a map which
* maps a DoubleUnaryOperator to a double.
*
* This is a functional interface.
*
* @author Christian Fries
* @version 1.0
*/
@FunctionalInterface
public interface RealIntegral {
double integrate(DoubleUnaryOperator integrand);
}