expm.hpp File Reference

matrix exponential More...

#include <ql/math/matrix.hpp>

Include dependency graph for expm.hpp:

Namespaces
	QuantLib

Functions
Disposable< Matrix >	Expm (const Matrix &M, Real t=1.0, Real tol=QL_EPSILON)
	matrix exponential based on the ordinary differential equations method More...

Detailed Description

matrix exponential