QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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math Directory Reference

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  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