| Class | Description |
|---|---|
| BlackScholes | |
| Brent |
Brent's root-finding algorithm, which returns x in [a0,b0] s.t. f(x) = 0.
|
| Cholesky |
Cholesky decomposition of a positive definite matrix.
|
| GraphUtils | |
| Itayose | |
| JSON |
A dummy class.
|
| JSONRandom |
JSONRandom extends RandomHelper to provide integrated usability with JSON.
|
| JSONUtils | |
| MultiGeomBrownian | |
| Newton |
Newton's root-finding algorithm, which returns x s.t. f(x) = 0.
|
| NumericalException | |
| RandomHelper |
A helper class adding more utilities to Random.
|
| RandomOrderGenerator | |
| Statistics |