-
Notifications
You must be signed in to change notification settings - Fork 46
/
Copy path04_23_2020.txt
28 lines (23 loc) · 1.18 KB
/
04_23_2020.txt
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
Features:
Bug Fixes/Re-organization:
- Function Matrix Frobenius Covariance (1, 2, 3)
- Function Matrix Square (4, 5, 6)
- Function R^1 To R^1 Almgren Enhanced Euler Update (7, 8, 9)
- Function R^1 To R^1 Andersen Piterbarg Mean Reverter (10, 11, 12)
- Function R^1 To R^1 Bennett (13, 14, 15)
- Function R^1 To R^1 Bernstein Polynomial (16, 17, 18)
- Function R^1 To R^1 Exponential Decay (19, 20, 21)
- Function R^1 To R^1 Exponential Tension (22, 23, 24)
- Function R^1 To R^1 Flat Univariate (25, 26, 27)
- Function R^1 To R^1 Function Class Supremum (28, 29, 30)
- Function R^1 To R^1 Hyperbolic Tension (31, 32, 33)
- Function R^1 To R^1 ISDA Bucket Curvature Tenor Scalar (34, 35, 36)
- Function R^1 To R^1 Linear Rational Shape Control (37, 38, 39)
- Function R^1 To R^1 Linear Rational Tension Exponential (40, 41, 42)
- Function R^1 To R^1 Monic Polynomial (43, 44, 45)
- Function R^1 To R^1 Natural Log Series Element (46, 47, 48)
- Function R^1 To R^1 Offset Idempotent (49, 50, 51)
- Function R^1 To R^1 Polynomial (52, 53, 54)
- Function R^1 To R^1 Quadratic Rational Shape Controller (55, 56, 57)
- Function R^1 To R^1 SABR LIBOR Cap Volatility (58, 59, 60)
Samples: