Reference manual - version qle_version
Files | |
| file | blockmatrixinverse.hpp |
| inverse of a matrix using a block formula | |
| 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 | fillemptymatrix.hpp |
| functions to fill a "not-completely-populated" matrix. | |
| file | flatextrapolation.hpp |
| flat interpolation decorator | |
| file | matrixfunctions.hpp |
| matrix functions | |
| file | nadarayawatson.hpp |
| Nadaraya-Watson regression. | |
| file | stabilisedglls.hpp |
| Numerically stabilised general linear least squares. | |
| file | trace.hpp |
| trace of a quadratic matrix | |
Classes | |
| class | Distributionpair |
| Distributionpair is a helper class for DiscretDistribution. More... | |
| class | DiscreteDistribution |
| Discrete Distribution. More... | |
| class | MDD |
| Modify Distrete Distribution. More... | |
| class | FlatExtrapolation |
| Flat extrapolation given a base interpolation. More... | |
| class | RegressionImpl |
| Regression impl. More... | |
| class | NadarayaWatsonImpl< I1, I2, Kernel > |
| Nadaraya Watson impl. More... | |
| class | NadarayaWatson |
| Nadaraya Watson regression. More... | |
| class | StabilisedGLLS |
| Numerically stabilised general linear least squares. More... | |
Grouping of all math related classes, functions and files