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Math Directory Reference

Directory dependency graph for QuantLib-0.3.11/ql/Math/:
QuantLib-0.3.11/ql/Math/

Files

file  all.hpp [code]
file  array.hpp [code]
file  backwardflatinterpolation.hpp [code]
 

backward-flat interpolation between discrete points


file  beta.cpp [code]
file  beta.hpp [code]
 

Beta and beta incomplete functions.


file  bicubicsplineinterpolation.hpp [code]
 

bicubic spline interpolation between discrete points


file  bilinearinterpolation.hpp [code]
 

bilinear interpolation between discrete points


file  binomialdistribution.hpp [code]
 

Binomial distribution.


file  bivariatenormaldistribution.cpp [code]
file  bivariatenormaldistribution.hpp [code]
 

bivariate cumulative normal distribution


file  chisquaredistribution.cpp [code]
file  chisquaredistribution.hpp [code]
 

Chi-square (central and non-central) distributions.


file  choleskydecomposition.cpp [code]
file  choleskydecomposition.hpp [code]
 

Cholesky decomposition.


file  comparison.hpp [code]
 

floating-point comparisons


file  convergencestatistics.hpp [code]
 

statistics tool with risk measures


file  core.hpp [code]
file  cubicspline.hpp [code]
 

cubic spline interpolation between discrete points


file  discrepancystatistics.cpp [code]
file  discrepancystatistics.hpp [code]
 

Statistic tool for sequences with discrepancy calculation.


file  errorfunction.cpp [code]
file  errorfunction.hpp [code]
 

Error function.


file  extrapolation.hpp [code]
 

class-wide extrapolation settings


file  factorial.cpp [code]
file  factorial.hpp [code]
file  forwardflatinterpolation.hpp [code]
 

forward-flat interpolation between discrete points


file  functional.hpp [code]
 

functionals and combinators not included in the STL


file  gammadistribution.cpp [code]
file  gammadistribution.hpp [code]
 

Gamma distribution.


file  gaussianorthogonalpolynomial.cpp [code]
file  gaussianorthogonalpolynomial.hpp [code]
 

orthogonal polynomials for gaussian quadratures


file  gaussianquadratures.cpp [code]
file  gaussianquadratures.hpp [code]
file  gaussianstatistics.hpp [code]
 

statistics tool for gaussian-assumption risk measures


file  generalstatistics.cpp [code]
file  generalstatistics.hpp [code]
 

statistics tool


file  incompletegamma.cpp [code]
file  incompletegamma.hpp [code]
 

Incomplete Gamma function.


file  incrementalstatistics.cpp [code]
file  incrementalstatistics.hpp [code]
 

statistics tool based on incremental accumulation


file  interpolation.hpp [code]
 

base class for 1-D interpolations


file  interpolation2D.hpp [code]
 

abstract base classes for 2-D interpolations


file  kronrodintegral.hpp [code]
 

Integral of a 1-dimensional function using the Gauss-Kronrod method.


file  lexicographicalview.hpp [code]
 

Lexicographical 2-D view of a contiguous set of data.


file  linearinterpolation.hpp [code]
 

linear interpolation between discrete points


file  loglinearinterpolation.hpp [code]
 

log-linear interpolation between discrete points


file  matrix.hpp [code]
 

matrix used in linear algebra.


file  multicubicspline.hpp [code]
 

N-dimensional cubic spline interpolation between discrete points.


file  normaldistribution.cpp [code]
file  normaldistribution.hpp [code]
 

normal, cumulative and inverse cumulative distributions


file  poissondistribution.hpp [code]
 

Poisson distribution.


file  primenumbers.cpp [code]
file  primenumbers.hpp [code]
 

Prime numbers calculator.


file  pseudosqrt.cpp [code]
file  pseudosqrt.hpp [code]
 

pseudo square root of a real symmetric matrix


file  riskstatistics.hpp [code]
 

empirical-distribution risk measures


file  rounding.cpp [code]
file  rounding.hpp [code]
file  sampledcurve.hpp [code]
file  segmentintegral.hpp [code]
 

Integral of a one-dimensional function.


file  sequencestatistics.hpp [code]
 

Statistics tools for sequence (vector, list, array) samples.


file  simpsonintegral.hpp [code]
 

integral of a one-dimensional function


file  statistics.hpp [code]
 

statistics tool with risk measures


file  svd.cpp [code]
file  svd.hpp [code]
 

singular value decomposition


file  symmetriceigenvalues.hpp [code]
 

Eigenvalues / eigenvectors of a real symmetric matrix.


file  symmetricschurdecomposition.cpp [code]
file  symmetricschurdecomposition.hpp [code]
 

Eigenvalues / eigenvectors of a real symmetric matrix.


file  tqreigendecomposition.cpp [code]
file  tqreigendecomposition.hpp [code]
file  trapezoidintegral.hpp [code]
 

integral of a one-dimensional function



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