QuantLib_SalvagingAlgorithm

Langue: en

Autres versions - même langue

Version: 171859 (fedora - 06/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::SalvagingAlgorithm - algorithm used for matricial pseudo square root

SYNOPSIS


#include <ql/math/matrixutilities/pseudosqrt.hpp>

Public Types


enum Type { None, Spectral, Hypersphere, LowerDiagonal, Higham }

Detailed Description

algorithm used for matricial pseudo square root

Author

Generated automatically by Doxygen for QuantLib from the source code.