QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Directories | |
directory | copulas |
directory | distributions |
directory | integrals |
directory | interpolations |
directory | matrixutilities |
directory | ode |
directory | optimization |
directory | randomnumbers |
directory | solvers1d |
directory | statistics |
Files | |
file | abcdmathfunction.cpp [code] |
file | abcdmathfunction.hpp [code] |
file | array.hpp [code] |
1-D array used in linear algebra. | |
file | autocovariance.hpp [code] |
autocovariance and convolution calculation | |
file | bernsteinpolynomial.cpp [code] |
file | bernsteinpolynomial.hpp [code] |
Bernstein polynomials. | |
file | beta.cpp [code] |
file | beta.hpp [code] |
Beta and beta incomplete functions. | |
file | bspline.cpp [code] |
file | bspline.hpp [code] |
B-spline basis functions. | |
file | comparison.hpp [code] |
floating-point comparisons | |
file | curve.hpp [code] |
file | errorfunction.cpp [code] |
file | errorfunction.hpp [code] |
Error function. | |
file | expm1.cpp [code] |
file | expm1.hpp [code] |
complex versions of expm1 and logp1 | |
file | factorial.cpp [code] |
file | factorial.hpp [code] |
Factorial numbers calculator. | |
file | fastfouriertransform.hpp [code] |
Fast Fourier Transform. | |
file | functional.hpp [code] |
functionals and combinators not included in the STL | |
file | generallinearleastsquares.hpp [code] |
general linear least square regression | |
file | incompletegamma.cpp [code] |
file | incompletegamma.hpp [code] |
Incomplete Gamma function. | |
file | interpolation.hpp [code] |
base class for 1-D interpolations | |
file | kernelfunctions.hpp [code] |
Kernel functions. | |
file | lexicographicalview.hpp [code] |
file | linearleastsquaresregression.hpp [code] |
general linear least square regression | |
file | matrix.cpp [code] |
file | matrix.hpp [code] |
matrix used in linear algebra. | |
file | modifiedbessel.cpp [code] |
modified Bessel functions of first and second kind | |
file | modifiedbessel.hpp [code] |
modified Bessel functions of first and second kind | |
file | pascaltriangle.cpp [code] |
file | pascaltriangle.hpp [code] |
Pascal triangle coefficients calculator. | |
file | polynomialmathfunction.cpp [code] |
file | polynomialmathfunction.hpp [code] |
file | primenumbers.cpp [code] |
file | primenumbers.hpp [code] |
Prime numbers calculator. | |
file | quadratic.cpp [code] |
file | quadratic.hpp [code] |
quadratic formula | |
file | richardsonextrapolation.cpp [code] |
file | richardsonextrapolation.hpp [code] |
file | rounding.cpp [code] |
file | rounding.hpp [code] |
Rounding implementation. | |
file | sampledcurve.cpp [code] |
file | sampledcurve.hpp [code] |
a class that contains a sampled curve | |
file | solver1d.hpp [code] |
Abstract 1-D solver class. | |
file | transformedgrid.hpp [code] |
encapuslates a grid | |