#include <ql/functional.hpp>
#include <ql/math/matrix.hpp>
#include <ql/math/optimization/costfunction.hpp>
#include <ql/types.hpp>
#include <utility>
#include <vector>
Go to the source code of this file.
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Matrix | triangularAnglesParametrization (const Array &angles, Size matrixSize, Size rank) |
| Returns the Triangular Angles Parametrized correlation matrix. More...
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Matrix | lmmTriangularAnglesParametrization (const Array &angles, Size matrixSize, Size) |
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Matrix | triangularAnglesParametrizationUnconstrained (const Array &x, Size matrixSize, Size rank) |
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Matrix | lmmTriangularAnglesParametrizationUnconstrained (const Array &x, Size matrixSize, Size rank) |
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Matrix | triangularAnglesParametrizationRankThree (Real alpha, Real t0, Real epsilon, Size nbRows) |
| Returns the rank reduced Triangular Angles Parametrized correlation matrix. More...
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Matrix | triangularAnglesParametrizationRankThreeVectorial (const Array ¶meters, Size nbRows) |
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