QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
math Directory Reference

Directories

Files

file  array.hpp
 1-D array used in linear algebra.
 
file  autocovariance.hpp
 autocovariance and convolution calculation
 
file  bernsteinpolynomial.hpp
 Bernstein polynomials.
 
file  beta.hpp
 Beta and beta incomplete functions.
 
file  bspline.hpp
 B-spline basis functions.
 
file  comparison.hpp
 floating-point comparisons
 
file  curve.hpp
 Curve.
 
file  errorfunction.hpp
 Error function.
 
file  factorial.hpp
 Factorial numbers calculator.
 
file  fastfouriertransform.hpp
 Fast Fourier Transform.
 
file  functional.hpp
 functionals and combinators not included in the STL
 
file  incompletegamma.hpp
 Incomplete Gamma function.
 
file  initializers.hpp
 array and matrix initializers
 
file  interpolation.hpp
 base class for 1-D interpolations
 
file  kernelfunctions.hpp
 Kernel functions.
 
file  lexicographicalview.hpp
 Lexicographical 2-D view of a contiguous set of data.
 
file  linearleastsquaresregression.hpp
 general linear least square regression
 
file  matrix.hpp
 matrix used in linear algebra.
 
file  modifiedbessel.hpp
 modified Bessel functions of first and second kind
 
file  pascaltriangle.hpp
 Pascal triangle coefficients calculator.
 
file  primenumbers.hpp
 Prime numbers calculator.
 
file  quadratic.hpp
 quadratic formula
 
file  richardsonextrapolation.hpp
 
file  rounding.hpp
 Rounding implementation.
 
file  sampledcurve.hpp
 a class that contains a sampled curve
 
file  solver1d.hpp
 Abstract 1-D solver class.
 
file  transformedgrid.hpp
 encapuslates a grid