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Sourcecode: quantlib version File versions

mathf.hpp File Reference

Detailed Description

math functions

Definition in file mathf.hpp.

#include <ql/Functions/qlfunctions.hpp>
#include <ql/Math/matrix.hpp>
#include <ql/Math/loglinearinterpolation.hpp>
#include <ql/Math/cubicspline.hpp>

Go to the source code of this file.


namespace  QuantLib


template<class I1, class I2, class I3>
std::vector< Real > QuantLib::interpolate (const I1 &xx_begin, const I1 &xx_end, const I2 &yy_begin, const I3 &x_begin, const I3 &x_end, Integer interpolationType, bool allowExtrapolation, CubicSpline::BoundaryCondition leftCondition, Real leftConditionValue, CubicSpline::BoundaryCondition rightCondition, Real rightConditionValue, bool monotonicityConstraint, Integer derivativeOrder)
Real QuantLib::interpolate2D (const std::vector< Real > &x_values, const std::vector< Real > &y_values, const Matrix &dataMatrix, Real x, Real y, Integer interpolation2DType, bool allowExtrapolation)
Real QuantLib::normDist (Real x, Real mean, Real standard_dev, bool cumulative)
Real QuantLib::normInv (Real probability, Real mean, Real standard_dev)
Size QuantLib::primeNumbers (Size absoluteIndex)
Real QuantLib::rand ()
void QuantLib::randomize (BigNatural seed)

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