factorreduction.hpp

Langue: en

Version: 381634 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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

Generated automatically by Doxygen for QuantLib from the source code.