QuantLib 0.3.6
http://quantlib.org
User manual
Introduction to QuantLib
Introduction
Project overview
Where to get QuantLib
Installation
Usage
Version history
Additional resources
The QuantLib group
Copyright and license
QuantLib components
Core classes
Date and time calculations
Lattice methods
The finite differences framework
The Monte Carlo framework
Short-rate models
Currencies and FX rates
Instruments and pricers
Math tools
Design patterns
Term structures
Utilities
Examples
Reference manual
Modules
Class Hierarchy
Compound List
File List
Compound Members
File Members
Todo List
Known Bugs
Deprecated Features
SalvagingAlgorithm Struct Reference
#include <ql/Math/pseudosqrt.hpp>
List of all members.
Detailed Description
algorithm used for matricial pseudo square root
Public Types
enum
Type
{
None
,
Spectral
,
Hypersphere
}
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