QuantLib: ql/math Directory Reference

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

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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 | 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 | generallinearleastsquares.hpp
file | incompletegamma.hpp
| Incomplete Gamma function.
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 | 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