Files | |
file | basiccpuenvironment.hpp |
basic compute env implementation using the cpu | |
file | blockmatrixinverse.hpp |
inverse of a matrix using a block formula | |
file | bucketeddistribution.hpp |
Deals with a bucketed distribution. | |
file | computeenvironment.hpp |
interface to compute envs | |
file | constantinterpolation.hpp |
flat interpolation decorator | |
file | covariancesalvage.hpp |
methods to make a symmetric matrix positive semidefinite | |
file | deltagammavar.hpp |
functions to compute delta or delta-gamma VaR numbers | |
file | differentialevolution_mt.hpp |
Multithreaded version of QL class. | |
file | discretedistribution.hpp |
Discretized probability density and cumulative probability. | |
file | fillemptymatrix.hpp |
functions to fill a "not-completely-populated" matrix. | |
file | flatextrapolation.hpp |
flat interpolation decorator | |
file | kendallrankcorrelation.hpp |
Kendall's rank correlation coefficient computation. | |
file | logquadraticinterpolation.hpp |
log-quadratic interpolation between discrete points | |
file | matrixfunctions.hpp |
matrix functions | |
file | method_mt.hpp |
Abstract multithreaded optimization method class. | |
file | nadarayawatson.hpp |
Nadaraya-Watson regression. | |
file | openclenvironment.hpp |
opencl compute env implementation | |
file | problem_mt.hpp |
Abstract optimization problem class (for multithreaded optimization methods) | |
file | quadraticinterpolation.hpp |
quadratic interpolation between discrete points | |
file | randomvariable_ops.hpp |
ops for type randomvariable | |
file | randomvariablelsmbasissystem.hpp |
ql utility class for random variables | |
file | stabilisedglls.hpp |
Numerically stabilised general linear least squares. | |
file | trace.hpp |
trace of a quadratic matrix | |