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factorreduction.hpp
Langue: en
Version: 381634 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/math/matrixutilities/factorreduction.hpp -Single factor correlation reduction.
SYNOPSIS
#include <ql/math/matrix.hpp>
Functions
Disposable< std::vector< Real > > factorReduction (Matrix &mtrx, Size maxIters=25)
Detailed Description
Single factor correlation reduction.
Author
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