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External module "ql/math/index"

Index

References

References

Abcd

Re-exports Abcd

AbcdInterpolation

Re-exports AbcdInterpolation

AbcdMathFunction

Re-exports AbcdMathFunction

AdaptiveRungeKutta

Re-exports AdaptiveRungeKutta

AkimaCubicInterpolation

Re-exports AkimaCubicInterpolation

AliMikhailHaqCopula

Re-exports AliMikhailHaqCopula

ArmijoLineSearch

Re-exports ArmijoLineSearch

Array1D

Re-exports Array1D

Array2D

Re-exports Array2D

ArrayProxy

Re-exports ArrayProxy

BFGS

Re-exports BFGS

BSpline

Re-exports BSpline

BackwardFlat

Re-exports BackwardFlat

BackwardFlatInterpolation

Re-exports BackwardFlatInterpolation

BackwardflatLinear

Re-exports BackwardflatLinear

BackwardflatLinearInterpolation

Re-exports BackwardflatLinearInterpolation

BaseStat

Re-exports BaseStat

BasisIncompleteOrdered

Re-exports BasisIncompleteOrdered

BernsteinPolynomial

Re-exports BernsteinPolynomial

BiCGStabResult

Re-exports BiCGStabResult

BiCGstab

Re-exports BiCGstab

Bicubic

Re-exports Bicubic

BicubicSpline

Re-exports BicubicSpline

Bilinear

Re-exports Bilinear

BilinearInterpolation

Re-exports BilinearInterpolation

BinomialDistribution

Re-exports BinomialDistribution

Bisection

Re-exports Bisection

BivariateCumulativeNormalDistribution

Re-exports BivariateCumulativeNormalDistribution

BivariateCumulativeNormalDistributionDr78

Re-exports BivariateCumulativeNormalDistributionDr78

BivariateCumulativeNormalDistributionWe04DP

Re-exports BivariateCumulativeNormalDistributionWe04DP

BivariateCumulativeStudentDistribution

Re-exports BivariateCumulativeStudentDistribution

BoundaryConstraint

Re-exports BoundaryConstraint

BoxMullerGaussianRng

Re-exports BoxMullerGaussianRng

Brent

Re-exports Brent

CLGaussianRng

Re-exports CLGaussianRng

CeilingTruncation

Re-exports CeilingTruncation

CholeskyDecomposition

Re-exports CholeskyDecomposition

ClaytonCopula

Re-exports ClaytonCopula

ClosestRounding

Re-exports ClosestRounding

ComboHelper

Re-exports ComboHelper

Comparison

Re-exports Comparison

CompositeConstraint

Re-exports CompositeConstraint

ConjugateGradient

Re-exports ConjugateGradient

ConstantGradHelper

Re-exports ConstantGradHelper

Constraint

Re-exports Constraint

ConvergenceStatistics

Re-exports ConvergenceStatistics

ConvexMonotone

Re-exports ConvexMonotone

ConvexMonotone2Helper

Re-exports ConvexMonotone2Helper

ConvexMonotone3Helper

Re-exports ConvexMonotone3Helper

ConvexMonotone4Helper

Re-exports ConvexMonotone4Helper

ConvexMonotone4MinHelper

Re-exports ConvexMonotone4MinHelper

ConvexMonotoneImpl

Re-exports ConvexMonotoneImpl

ConvexMonotoneInterpolation

Re-exports ConvexMonotoneInterpolation

CostFunction

Re-exports CostFunction

CovarianceDecomposition

Re-exports CovarianceDecomposition

Cubic

Re-exports Cubic

CubicInterpolation

Re-exports CubicInterpolation

CubicNaturalSpline

Re-exports CubicNaturalSpline

CubicSplineOvershootingMinimization1

Re-exports CubicSplineOvershootingMinimization1

CubicSplineOvershootingMinimization2

Re-exports CubicSplineOvershootingMinimization2

CumulativeBinomialDistribution

Re-exports CumulativeBinomialDistribution

CumulativeChiSquareDistribution

Re-exports CumulativeChiSquareDistribution

CumulativeGammaDistribution

Re-exports CumulativeGammaDistribution

CumulativeNonCentralChiSquareDistribution

Re-exports CumulativeNonCentralChiSquareDistribution

CumulativeNormalDistribution

Re-exports CumulativeNormalDistribution

CumulativePoissonDistribution

Re-exports CumulativePoissonDistribution

CumulativeStudentDistribution

Re-exports CumulativeStudentDistribution

Curve

Re-exports Curve

Default

Re-exports Default

DifferentialEvolution

Re-exports DifferentialEvolution

DiscrepancyStatistics

Re-exports DiscrepancyStatistics

DiscreteSimpsonIntegral

Re-exports DiscreteSimpsonIntegral

DiscreteSimpsonIntegrator

Re-exports DiscreteSimpsonIntegrator

DiscreteTrapezoidIntegral

Re-exports DiscreteTrapezoidIntegral

DiscreteTrapezoidIntegrator

Re-exports DiscreteTrapezoidIntegrator

DoublingConvergenceSteps

Re-exports DoublingConvergenceSteps

DownRounding

Re-exports DownRounding

EndCriteria

Re-exports EndCriteria

ErrorFunction

Re-exports ErrorFunction

EverywhereConstantHelper

Re-exports EverywhereConstantHelper

Extrapolator

Re-exports Extrapolator

Factorial

Re-exports Factorial

FalsePosition

Re-exports FalsePosition

FarlieGumbelMorgensternCopula

Re-exports FarlieGumbelMorgensternCopula

FastFourierTransform

Re-exports FastFourierTransform

FaureRsg

Re-exports FaureRsg

FilonIntegral

Re-exports FilonIntegral

FiniteDifferenceNewtonSafe

Re-exports FiniteDifferenceNewtonSafe

FlatExtrapolator2D

Re-exports FlatExtrapolator2D

FloorTruncation

Re-exports FloorTruncation

ForwardFlat

Re-exports ForwardFlat

ForwardFlatInterpolation

Re-exports ForwardFlatInterpolation

FrankCopula

Re-exports FrankCopula

FritschButlandCubic

Re-exports FritschButlandCubic

FritschButlandLogCubic

Re-exports FritschButlandLogCubic

FrobeniusCostFunction

Re-exports FrobeniusCostFunction

GMRES

Re-exports GMRES

GMRESResult

Re-exports GMRESResult

GalambosCopula

Re-exports GalambosCopula

GammaDistribution

Re-exports GammaDistribution

GammaFunction

Re-exports GammaFunction

GaussChebyshev2ndIntegration

Re-exports GaussChebyshev2ndIntegration

GaussChebyshev2ndPolynomial

Re-exports GaussChebyshev2ndPolynomial

GaussChebyshevIntegration

Re-exports GaussChebyshevIntegration

GaussChebyshevPolynomial

Re-exports GaussChebyshevPolynomial

GaussGegenbauerIntegration

Re-exports GaussGegenbauerIntegration

GaussGegenbauerPolynomial

Re-exports GaussGegenbauerPolynomial

GaussHermiteIntegration

Re-exports GaussHermiteIntegration

GaussHermitePolynomial

Re-exports GaussHermitePolynomial

GaussHyperbolicIntegration

Re-exports GaussHyperbolicIntegration

GaussHyperbolicPolynomial

Re-exports GaussHyperbolicPolynomial

GaussJacobiIntegration

Re-exports GaussJacobiIntegration

GaussJacobiPolynomial

Re-exports GaussJacobiPolynomial

GaussKronrodAdaptive

Re-exports GaussKronrodAdaptive

GaussKronrodNonAdaptive

Re-exports GaussKronrodNonAdaptive

GaussLaguerreIntegration

Re-exports GaussLaguerreIntegration

GaussLaguerrePolynomial

Re-exports GaussLaguerrePolynomial

GaussLegendreIntegration

Re-exports GaussLegendreIntegration

GaussLegendrePolynomial

Re-exports GaussLegendrePolynomial

GaussLobattoIntegral

Re-exports GaussLobattoIntegral

GaussianCopula

Re-exports GaussianCopula

GaussianDistribution

Re-exports GaussianDistribution

GaussianKernel

Re-exports GaussianKernel

GaussianOrthogonalPolynomial

Re-exports GaussianOrthogonalPolynomial

GaussianQuadrature

Re-exports GaussianQuadrature

GaussianStatistics

Re-exports GaussianStatistics

GeneralLinearLeastSquares

Re-exports GeneralLinearLeastSquares

GeneralStatistics

Re-exports GeneralStatistics

GenericGaussianStatistics

Re-exports GenericGaussianStatistics

GenericLowDiscrepancy

Re-exports GenericLowDiscrepancy

GenericPseudoRandom

Re-exports GenericPseudoRandom

GenericRiskStatistics

Re-exports GenericRiskStatistics

GenericSequenceStatistics

Re-exports GenericSequenceStatistics

GoldsteinLineSearch

Re-exports GoldsteinLineSearch

GumbelCopula

Re-exports GumbelCopula

Halley

Re-exports Halley

HalleySafe

Re-exports HalleySafe

HaltonRsg

Re-exports HaltonRsg

HarmonicCubic

Re-exports HarmonicCubic

HarmonicLogCubic

Re-exports HarmonicLogCubic

Histogram

Re-exports Histogram

HuslerReissCopula

Re-exports HuslerReissCopula

ISolver1D

Re-exports ISolver1D

IncrementalStatistics

Re-exports IncrementalStatistics

IndependentCopula

Re-exports IndependentCopula

IntegrationPolicy

Re-exports IntegrationPolicy

Integrator

Re-exports Integrator

Interpolation

Re-exports Interpolation

Interpolation2D

Re-exports Interpolation2D

Interpolator

Re-exports Interpolator

Interpolator2D

Re-exports Interpolator2D

InvCumulativeNormalDistribution

Re-exports InvCumulativeNormalDistribution

InverseCumulativeNonCentralChiSquare

Re-exports InverseCumulativeNonCentralChiSquare

InverseCumulativeNormal

Re-exports InverseCumulativeNormal

InverseCumulativePoisson

Re-exports InverseCumulativePoisson

InverseCumulativeRng

Re-exports InverseCumulativeRng

InverseCumulativeRsg

Re-exports InverseCumulativeRsg

InverseCumulativeStudent

Re-exports InverseCumulativeStudent

KernelFunction

Re-exports KernelFunction

KernelInterpolation

Re-exports KernelInterpolation

KernelInterpolation2D

Re-exports KernelInterpolation2D

KnuthUniformRng

Re-exports KnuthUniformRng

KrugerCubic

Re-exports KrugerCubic

KrugerLogCubic

Re-exports KrugerLogCubic

LagrangeInterpolation

Re-exports LagrangeInterpolation

LatticeRsg

Re-exports LatticeRsg

LatticeRule

Re-exports LatticeRule

LeastSquareFunction

Re-exports LeastSquareFunction

LeastSquareProblem

Re-exports LeastSquareProblem

LecuyerUniformRng

Re-exports LecuyerUniformRng

LevenbergMarquardt

Re-exports LevenbergMarquardt

LexicographicalView

Re-exports LexicographicalView

LineSearch

Re-exports LineSearch

LineSearchBasedMethod

Re-exports LineSearchBasedMethod

Linear

Re-exports Linear

LinearInterpolation

Re-exports LinearInterpolation

LinearLeastSquaresRegression

Re-exports LinearLeastSquaresRegression

LinearRegression

Re-exports LinearRegression

LogCubic

Re-exports LogCubic

LogCubicInterpolation

Re-exports LogCubicInterpolation

LogCubicNaturalSpline

Re-exports LogCubicNaturalSpline

LogGrid

Re-exports LogGrid

LogLinear

Re-exports LogLinear

LogLinearInterpolation

Re-exports LogLinearInterpolation

LogMixedLinearCubic

Re-exports LogMixedLinearCubic

LogMixedLinearCubicInterpolation

Re-exports LogMixedLinearCubicInterpolation

LogMixedLinearCubicNaturalSpline

Re-exports LogMixedLinearCubicNaturalSpline

LogParabolic

Re-exports LogParabolic

LowDiscrepancy

Re-exports LowDiscrepancy

MAX_FUNCTION_EVALUATIONS

Re-exports MAX_FUNCTION_EVALUATIONS

MaddockCumulativeNormal

Re-exports MaddockCumulativeNormal

MaddockInverseCumulativeNormal

Re-exports MaddockInverseCumulativeNormal

MarshallOlkinCopula

Re-exports MarshallOlkinCopula

Matrix

Re-exports Matrix

MatrixProxy

Re-exports MatrixProxy

MaxCopula

Re-exports MaxCopula

MersenneTwisterUniformRng

Re-exports MersenneTwisterUniformRng

MidPoint

Re-exports MidPoint

MinCopula

Re-exports MinCopula

MixedInterpolation

Re-exports MixedInterpolation

MixedLinearCubic

Re-exports MixedLinearCubic

MixedLinearCubicInterpolation

Re-exports MixedLinearCubicInterpolation

MixedLinearCubicNaturalSpline

Re-exports MixedLinearCubicNaturalSpline

MixedLinearFritschButlandCubic

Re-exports MixedLinearFritschButlandCubic

MixedLinearKrugerCubic

Re-exports MixedLinearKrugerCubic

MixedLinearMonotonicCubicNaturalSpline

Re-exports MixedLinearMonotonicCubicNaturalSpline

MixedLinearMonotonicParabolic

Re-exports MixedLinearMonotonicParabolic

MixedLinearParabolic

Re-exports MixedLinearParabolic

MonotonicCubicNaturalSpline

Re-exports MonotonicCubicNaturalSpline

MonotonicLogCubicNaturalSpline

Re-exports MonotonicLogCubicNaturalSpline

MonotonicLogParabolic

Re-exports MonotonicLogParabolic

MonotonicParabolic

Re-exports MonotonicParabolic

MoroInverseCumulativeNormal

Re-exports MoroInverseCumulativeNormal

MultiCubicSpline

Re-exports MultiCubicSpline

N_MAX_DEGREE

Re-exports N_MAX_DEGREE

N_PRIMITIVES

Re-exports N_PRIMITIVES

Newton

Re-exports Newton

NewtonSafe

Re-exports NewtonSafe

NoConstraint

Re-exports NoConstraint

NonCentralChiSquareDistribution

Re-exports NonCentralChiSquareDistribution

NonLinearLeastSquare

Re-exports NonLinearLeastSquare

NonhomogeneousBoundaryConstraint

Re-exports NonhomogeneousBoundaryConstraint

NormalDistribution

Re-exports NormalDistribution

OdeFunction1D

Re-exports OdeFunction1D

OdeFunction2D

Re-exports OdeFunction2D

OptimizationMethod

Re-exports OptimizationMethod

OrthogonalProjections

Re-exports OrthogonalProjections

PPMT_MAX_DIM

Re-exports PPMT_MAX_DIM

Parabolic

Re-exports Parabolic

ParametersTransformation

Re-exports ParametersTransformation

PascalTriangle

Re-exports PascalTriangle

PeizerPrattMethod2Inversion

Re-exports PeizerPrattMethod2Inversion

PlackettCopula

Re-exports PlackettCopula

PoissonDistribution

Re-exports PoissonDistribution

PoissonPseudoRandom

Re-exports PoissonPseudoRandom

Policy

Re-exports Policy

PolynomialFunction

Re-exports PolynomialFunction

PositiveConstraint

Re-exports PositiveConstraint

PrimeNumbers

Re-exports PrimeNumbers

PrimitivePolynomials

Re-exports PrimitivePolynomials

Problem

Re-exports Problem

ProjectedConstraint

Re-exports ProjectedConstraint

ProjectedCostFunction

Re-exports ProjectedCostFunction

Projection

Re-exports Projection

PseudoRandom

Re-exports PseudoRandom

QuadraticHelper

Re-exports QuadraticHelper

QuadraticMinHelper

Re-exports QuadraticMinHelper

RNG

Re-exports RNG

RNGTraits

Re-exports RNGTraits

RandomSequenceGenerator

Re-exports RandomSequenceGenerator

RandomizedLDS

Re-exports RandomizedLDS

Ranlux3UniformRng

Re-exports Ranlux3UniformRng

Ranlux4UniformRng

Re-exports Ranlux4UniformRng

RichardsonExtrapolation

Re-exports RichardsonExtrapolation

Ridder

Re-exports Ridder

RiskStatistics

Re-exports RiskStatistics

Rounding

Re-exports Rounding

SABR

Re-exports SABR

SABRInterpolation

Re-exports SABRInterpolation

SABRSpecs

Re-exports SABRSpecs

SABRWrapper

Re-exports SABRWrapper

SVD

Re-exports SVD

SalvagingAlgorithm

Re-exports SalvagingAlgorithm

SampledCurve

Re-exports SampledCurve

Secant

Re-exports Secant

SectionHelper

Re-exports SectionHelper

SeedGenerator

Re-exports SeedGenerator

SegmentIntegral

Re-exports SegmentIntegral

SequenceStatistics

Re-exports SequenceStatistics

SequenceStatisticsInc

Re-exports SequenceStatisticsInc

Simplex

Re-exports Simplex

SimpsonIntegral

Re-exports SimpsonIntegral

SimulatedAnnealing

Re-exports SimulatedAnnealing

SobolBrownianBridgeRsg

Re-exports SobolBrownianBridgeRsg

SobolRsg

Re-exports SobolRsg

Solver1D

Re-exports Solver1D

Solver1DImpl

Re-exports Solver1DImpl

SparseILUPreconditioner

Re-exports SparseILUPreconditioner

SparseMatrix

Re-exports SparseMatrix

SphereCylinderOptimizer

Re-exports SphereCylinderOptimizer

SplineGrid

Re-exports SplineGrid

Statistics

Re-exports Statistics

StatsHolder

Re-exports StatsHolder

SteepestDescent

Re-exports SteepestDescent

StochasticCollocationInvCDF

Re-exports StochasticCollocationInvCDF

StudentDistribution

Re-exports StudentDistribution

SymmetricSchurDecomposition

Re-exports SymmetricSchurDecomposition

TabulatedGaussLegendre

Re-exports TabulatedGaussLegendre

TestCurve

Re-exports TestCurve

TqrEigenDecomposition

Re-exports TqrEigenDecomposition

TransformedGrid

Re-exports TransformedGrid

TrapezoidIntegral

Re-exports TrapezoidIntegral

TwoDimensionalIntegral

Re-exports TwoDimensionalIntegral

USG

Re-exports USG

UpRounding

Re-exports UpRounding

autocorrelations1

Re-exports autocorrelations1

autocorrelations2

Re-exports autocorrelations2

autocovariances1

Re-exports autocovariances1

autocovariances2

Re-exports autocovariances2

betaContinuedFraction

Re-exports betaContinuedFraction

betaFunction

Re-exports betaFunction

binomialCoefficient

Re-exports binomialCoefficient

binomialCoefficientLn

Re-exports binomialCoefficientLn

clipped_function

Re-exports clipped_function

compose

Re-exports compose

composed_function

Re-exports composed_function

constant

Re-exports constant

convolutions

Re-exports convolutions

cos

Re-exports cos

createStat

Re-exports createStat

cube

Re-exports cube

divides

Re-exports divides

equal_within

Re-exports equal_within

everywhere

Re-exports everywhere

factorReduction

Re-exports factorReduction

fourth_power

Re-exports fourth_power

getCovariance

Re-exports getCovariance

identity

Re-exports identity

identity_matrix

Re-exports identity_matrix

incompleteBetaFunction

Re-exports incompleteBetaFunction

incompleteGammaFunction

Re-exports incompleteGammaFunction

incompleteGammaFunctionContinuedFractionRepr

Re-exports incompleteGammaFunctionContinuedFractionRepr

incompleteGammaFunctionSeriesRepr

Re-exports incompleteGammaFunctionSeriesRepr

inverseIncompleteGammaFunction

Re-exports inverseIncompleteGammaFunction

minus

Re-exports minus

modifiedBesselFunction_i

Re-exports modifiedBesselFunction_i

modifiedBesselFunction_i_Press

Re-exports modifiedBesselFunction_i_Press

modifiedBesselFunction_i_exponentiallyWeighted

Re-exports modifiedBesselFunction_i_exponentiallyWeighted

modifiedBesselFunction_ic

Re-exports modifiedBesselFunction_ic

modifiedBesselFunction_ic_exponentiallyWeighted

Re-exports modifiedBesselFunction_ic_exponentiallyWeighted

modifiedBesselFunction_k

Re-exports modifiedBesselFunction_k

modifiedBesselFunction_k_Press

Re-exports modifiedBesselFunction_k_Press

modifiedBesselFunction_k_exponentiallyWeighted

Re-exports modifiedBesselFunction_k_exponentiallyWeighted

modifiedBesselFunction_kc

Re-exports modifiedBesselFunction_kc

modifiedBesselFunction_kc_exponentiallyWeighted

Re-exports modifiedBesselFunction_kc_exponentiallyWeighted

modulus

Re-exports modulus

multiplies

Re-exports multiplies

negate

Re-exports negate

nowhere

Re-exports nowhere

plus

Re-exports plus

pseudoSqrt

Re-exports pseudoSqrt

qrDecomposition

Re-exports qrDecomposition

qrSolve

Re-exports qrSolve

quadratic

Re-exports quadratic

rankReducedSqrt

Re-exports rankReducedSqrt

sin

Re-exports sin

square

Re-exports square