QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
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  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