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03_16_2021.txt
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68 lines (63 loc) · 3.12 KB
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Features:
- Function Matrix READ ME (1)
- Function R1 -> R1 Almgren Enhanced Euler Update (2)
- Function R1 -> R1 Andersen Piterbarg Mean Reverter (3)
- Function R1 -> R1 Bennett (4)
- Function R1 -> R1 Bernstein Polynomial (5)
- Function R1 -> R1 Exponential Decay (6)
- Function R1 -> R1 Exponential Tension (7)
- Function R1 -> R1 Flat Univariate (8)
- Function R1 -> R1 Function Class Supremum (9)
- Function R1 -> R1 Hyperbolic Tension (10)
- Function R1 -> R1 ISDA Bucket Curvature Tenor Scaler (11)
- Function R1 -> R1 Linear Rational Shape Control (12)
- Function R1 -> R1 Linear Rational Tension Exponential (13)
- Function R1 -> R1 Monic Polynomial (14)
- Function R1 -> R1 Natural Log Series Element (15)
- Function R1 -> R1 Offset Idempotent (16)
- Function R1 -> R1 Polynomial (17)
- Function R1 -> R1 Quadratic Rational Shape Control (18)
- Function R1 -> R1 R1 Univariate CIR PDF (19)
- Function R1 -> R1 SABR LIBOR Cap Volatility (20)
- Function R1 -> R1 Sinc (21)
- Function R1 -> R1 Univariate Convolution (22)
- Function R1 -> R1 Univariate Reciprocal (23)
- Function R1 -> R1 Univariate Reflection (24)
- Function R1 -> R1 READ ME (25)
- Function R1 -> R1 Solver Bracketing Control Params (26)
- Function R1 -> R1 Solver Bracketing Output (27)
- Function R1 -> R1 Solver Convergence Control Params(28)
- Function R1 -> R1 Solver Convergence Output (29)
- Function R1 -> R1 Solver Execution Control (30)
- Function R1 -> R1 Solver Execution Control Params (31)
- Function R1 -> R1 Solver Execution Initialization Output (32)
- Function R1 -> R1 Solver Execution Initializer (33)
- Function R1 -> R1 Solver Fixed Point Finder (34)
- Function R1 -> R1 Solver Fixed Point Finder Bracketing (35)
- Function R1 -> R1 Solver Fixed Point Finder Brent (36)
- Function R1 -> R1 Solver Fixed Point Finder Newton (37)
- Function R1 -> R1 Solver Fixed Point Finder Output (38)
- Function R1 -> R1 Solver Fixed Point Finder Zheng (39)
- Function R1 -> R1 Solver Initialization Heuristics (40)
- Function R1 -> R1 Solver Iterated Bracketed (41)
- Function R1 -> R1 Solver Iterated Variate (42)
- Function R1 -> R1 Solver Variate Iteration Selector Params (43)
- Function R1 -> R1 Solver Variate Iterator Primitive (44)
- Function R1 -> R1 Solver READ ME (45)
- Function Rd -> R1 Affine Bound Multivariate (46)
- Function Rd -> R1 Affine Multivariate (47)
- Function Rd -> R1 Bound Multivariate (48)
- Function Rd -> R1 Convex Multivariate (49)
- Function Rd -> R1 Covariance Ellipsoid Multivariate (50)
- Function Rd -> R1 Lagrangian Multivariate (51)
- Function Rd -> R1 Objective Constraint Variate Set (52)
- Function Rd -> R1 Risk Objective Utility Multivariate (53)
- Function Rd -> R1 READ ME (54)
- Function Rd -> R1 Descent Armijo Evolution Verifier (55)
- Function Rd -> R1 Descent Armijo Evolution Verifier Metrics (56)
- Function Rd -> R1 Descent Curvature Evolution Verifier (57)
- Function Rd -> R1 Descent Curvature Evolution Verifier Metrics (58)
- Function Rd -> R1 Descent Line Evolution Verifier (59)
- Function Rd -> R1 Descent Line Evolution Verifier Metrics (60)
Bug Fixes/Re-organization:
Samples: