/** * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.strata.math.impl.integration; import com.opengamma.strata.math.impl.function.special.OrthogonalPolynomialFunctionGenerator; /** * Interface for classes that generate weights and abscissas for use in Gaussian quadrature. The abscissas are the roots * of an orthogonal polynomial {@link OrthogonalPolynomialFunctionGenerator}. */ public interface QuadratureWeightAndAbscissaFunction { /** * @param n The number of weights and abscissas to generate, not negative or zero * @return An object containing the weights and abscissas */ GaussianQuadratureData generate(int n); }