QuantLib: ql/experimental/math Directory Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

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math Directory Reference

## Files
file | claytoncopularng.hpp
| Clayton copula random-number generator.
file | convolvedstudentt.hpp
file | expm.hpp
| matrix exponential
file | farliegumbelmorgensterncopularng.hpp
| Farlie-Gumbel-Morgenstern copula random-number generator.
file | frankcopularng.hpp
| Frank copula random-number generator.
file | gaussiancopulapolicy.hpp
file | latentmodel.hpp
| Generic multifactor latent variable model.
file | multidimintegrator.hpp
file | multidimquadrature.hpp
file | numericaldifferentiation.hpp
| numerical differentiation of arbitrary order and on irregular grids
file | polarstudenttrng.hpp
| Polar Student t random-number generator.
file | tcopulapolicy.hpp
file | zigguratrng.hpp
| Ziggurat random-number generator.