Logo Search packages:      
Sourcecode: quantlib version File versions  Download package

Math Directory Reference


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


Generated by  Doxygen 1.6.0   Back to index