transitionmatrix.cpp File Reference

#include <qle/math/matrixfunctions.hpp>
#include <qle/models/transitionmatrix.hpp>
#include <ql/math/comparison.hpp>
#include <ql/math/distributions/normaldistribution.hpp>

Go to the source code of this file.

Namespaces
namespace	QuantExt

Functions
void	sanitiseTransitionMatrix (Matrix &m)
void	checkTransitionMatrix (const Matrix &t)
	check if the matrix is a transition matrix, i.e. row sums are 1 and entries are non-negative More...
void	checkGeneratorMatrix (const Matrix &g)
	check if the matrix is a generator matirx, i.e. row sums are 0 and non-diagonal elements are non-negative More...
Matrix	generator (const Matrix &t, const Real horizon)
template<class I >
std::vector< Real >	creditStateBoundaries (const I &begin, const I &end)
	compute N(0,1) credit state boundaries More...

Variable Documentation

a_

std::vector<Real> a_

Definition at line 85 of file transitionmatrix.cpp.