QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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file  claytoncopularng.hpp [code]
 Clayton copula random-number generator.
 
file  convolvedstudentt.cpp [code]
 
file  convolvedstudentt.hpp [code]
 
file  farliegumbelmorgensterncopularng.hpp [code]
 Farlie-Gumbel-Morgenstern copula random-number generator.
 
file  fireflyalgorithm.cpp [code]
 
file  fireflyalgorithm.hpp [code]
 Implementation based on: Yang, Xin-She (2009) Firefly Algorithm, Levy Flights and Global Optimization. Research and Development in Intelligent Systems XXVI, pp 209-218. http://arxiv.org/pdf/1003.1464.pdf.
 
file  frankcopularng.hpp [code]
 Frank copula random-number generator.
 
file  gaussiancopulapolicy.cpp [code]
 
file  gaussiancopulapolicy.hpp [code]
 
file  gaussiannoncentralchisquaredpolynomial.cpp [code]
 
file  gaussiannoncentralchisquaredpolynomial.hpp [code]
 non central chi squared polynomials for Gaussian quadratures
 
file  hybridsimulatedannealing.hpp [code]
 Implementation based on: Very Fast Simulated Re-Annealing, Lester Ingber, Mathl. Comput. Modelling, 967-973, 1989.
 
file  hybridsimulatedannealingfunctors.hpp [code]
 Functors for use on HybridSimulatedAnnealing.
 
file  isotropicrandomwalk.hpp [code]
 Isotropic random walk.
 
file  laplaceinterpolation.cpp [code]
 
file  laplaceinterpolation.hpp [code]
 Laplace interpolation of missing values.
 
file  latentmodel.hpp [code]
 Generic multifactor latent variable model.
 
file  levyflightdistribution.hpp [code]
 Levy Flight, aka Pareto Type I, distribution.
 
file  moorepenroseinverse.hpp [code]
 Moore Penrose inverse of a real matrix.
 
file  multidimintegrator.cpp [code]
 
file  multidimintegrator.hpp [code]
 
file  multidimquadrature.cpp [code]
 
file  multidimquadrature.hpp [code]
 
file  particleswarmoptimization.cpp [code]
 
file  particleswarmoptimization.hpp [code]
 Implementation based on: Clerc, M., Kennedy, J. (2002) The particle swarm-explosion, stability and convergence in a multidimensional complex space. IEEE Transactions on Evolutionary Computation, 6(2): 58–73.
 
file  piecewisefunction.hpp [code]
 utility macro for piecewise functions
 
file  piecewiseintegral.cpp [code]
 
file  piecewiseintegral.hpp [code]
 Integral of a piecewise well behaved function using a custom integrator for the pieces. It can be forced that the function is integrated only over intervals strictly not containing the critical points.
 
file  polarstudenttrng.hpp [code]
 Polar Student t random-number generator.
 
file  tcopulapolicy.cpp [code]
 
file  tcopulapolicy.hpp [code]
 
file  zigguratrng.cpp [code]
 
file  zigguratrng.hpp [code]
 Ziggurat random-number generator.