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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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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 | 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 | 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.hpp [code] |
| file | solver1d.hpp [code] |
| Abstract 1-D solver class. | |
| file | transformedgrid.hpp [code] |
| encapuslates a grid | |