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*Last updated: 2023-03-16.*

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# tf_quant_finance.math.integration.IntegrationMethod

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<a target="_blank" href="https://github.com/paolodelia99/tf-quant-finance/blob/main/tf_quant_finance/math/integration/integrate.py">View source</a>



Specifies which algorithm to use for the numeric integration.

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* `COMPOSITE_SIMPSONS_RULE`: Composite Simpson's 1/3 rule.
* `GAUSS_LEGENDRE`: Gauss-Legendre quadrature method.

## Class Variables

* `COMPOSITE_SIMPSONS_RULE` <a id="COMPOSITE_SIMPSONS_RULE"></a>
* `GAUSS_LEGENDRE` <a id="GAUSS_LEGENDRE"></a>
