SysTutorials Posts

NAME ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. SYNOPSIS #include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classes class MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefs typedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real,…

NAME ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. SYNOPSIS #include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classes class MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefs typedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real,…

NAME ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. SYNOPSIS #include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classes class MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefs typedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real,…

NAME ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. SYNOPSIS #include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classes class MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefs typedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real,…

NAME ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. SYNOPSIS #include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classes class MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefs typedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real,…

NAME ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. SYNOPSIS #include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classes class MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefs typedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real,…

NAME ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. SYNOPSIS #include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classes class MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefs typedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real,…

NAME ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. SYNOPSIS #include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classes class MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefs typedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real,…

NAME ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. SYNOPSIS #include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classes class MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefs typedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real,…

NAME ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. SYNOPSIS #include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classes class MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefs typedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real,…

NAME ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. SYNOPSIS #include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classes class MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefs typedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real,…

NAME ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. SYNOPSIS #include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classes class MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefs typedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real,…

NAME ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. SYNOPSIS #include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classes class MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefs typedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real,…

NAME ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. SYNOPSIS #include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classes class MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefs typedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real,…

NAME ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. SYNOPSIS #include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classes class MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefs typedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real,…

NAME ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. SYNOPSIS #include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classes class MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefs typedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real,…

NAME ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. SYNOPSIS #include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classes class MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefs typedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real,…

NAME ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. SYNOPSIS #include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classes class MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefs typedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real,…

NAME ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. SYNOPSIS #include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classes class MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefs typedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real,…

QuantLib::IncrementalStatistics – Statistics tool based on incremental accumulation. Synopsis #include <ql/math/statistics/incrementalstatistics.hpp> Public Types typedef Real value_type Public Member Functions Inspectors Size samples () const number of samples collected Real weightSum () const sum of data weights Real mean () const Real variance () const Real standardDeviation () const Real errorEstimate () const Real skewness ()…