/src/main/java/net/finmath/fouriermethod/products/AbstractFourierTransformProduct.java
return integrator.integrate( integrand) * 2.0 / Math.PI;
return integrator.integrate ( integrand ) / 2.0 / Math.PI;
public double applyAsDouble(final double real) { final Complex z = new Complex(real,lineOfIntegration); return modelCF.apply(z.negate()).multiply(AbstractFourierTransformProduct.this.apply(z)).getReal(); } }; final RealIntegral integrator = new SimpsonRealIntegrator(-100.0, 100.0, 20000, true); <extra_id_0> } @Override public abstract double getMaturity(); @Override public abstract double getIntegrationDomainImagLowerBound(); @Override