utils.h File Reference

#include "types.h"
#include "matrix.h"
#include <valarray>
#include <iostream>
#include <string>

Go to the source code of this file.

Defines
#define	DEFAULT_PRECISION   0.00001
Functions
short int	sign (Real x)
	sign of a Real
Matrix	transform1DvalarrayToColumnMatrix (valarray< Real > array)
	Transforms a 1D array into a column vector - easier to handle our structures and do operations on them.
Matrix	transform2DvalarrayToMatrix (valarray< valarray< Real > > array)
	Transforms a 2D array into a matrix.
valarray< Real >	transformColumnMatrixTo1Dvalarray (Matrix M)
	Transforms a column matrix to a 1D array.
valarray< valarray< Real > >	transformMatrixTo2Dvalarray (Matrix M)
	Transforms a normal matrix to a 2D array.
valarray< Real >	mergeunique (valarray< Real > a1, valarray< Real > a2)
	helper function to merge two valarrays of reals sorted in ascending order and remove duplicates.
void	ErrorMsg (string str, bool mustexit=false)
int	getint (istream &istr)
bool	realsEqual (Real realOne, Real realTwo, Real precision=0.00001)
string	valarrayRealToString (const valarray< Real > &theArray)

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Define Documentation

#define DEFAULT_PRECISION   0.00001

Definition at line 11 of file utils.h.

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Function Documentation

void ErrorMsg (  string  str, bool  mustexit = false )

Definition at line 74 of file utils.cpp. Referenced by Matrix::CMAC(), Matrix::CMAR(), Matrix::Determinant(), Matrix::DivideColumn(), Matrix::DivideRow(), Matrix::GetInverse(), Matrix::operator *(), Matrix::operator()(), Matrix::operator+(), Matrix::operator-(), Matrix::operator/(), and Matrix::operator[]().

int getint (  istream &  istr  )

Definition at line 143 of file utils.cpp. Referenced by Matrix::Input().

valarray<Real> mergeunique (  valarray< Real >  a1, valarray< Real >  a2 )

helper function to merge two valarrays of reals sorted in ascending order and remove duplicates. a1 - first array to merge a2 - second array to merge Returns: the merged array Definition at line 12 of file utils.cpp. References Natural, Real, and TN_INFINITY. Referenced by creditCurve::combineUnderlyingAndSpreads(), and yieldCurve::operator==().

bool realsEqual (  Real  realOne, Real  realTwo, Real  precision = 0.00001 )

Definition at line 157 of file utils.cpp. References Real. Referenced by mainbinomialtree(), and mainconvertiblebond().

short int sign (  Real  x  )

sign of a Real Author: Yann Definition at line 62 of file utils.cpp. References Real. Referenced by CumulativeBivariateNormal().

Matrix transform1DvalarrayToColumnMatrix (  valarray< Real >  array  )

Transforms a 1D array into a column vector - easier to handle our structures and do operations on them. Definition at line 96 of file utils.cpp. References Natural, and Matrix::SetValue(). Referenced by mainmatrix().

Matrix transform2DvalarrayToMatrix (  valarray< valarray< Real > >  array  )

Transforms a 2D array into a matrix. Definition at line 107 of file utils.cpp. References Natural, and Matrix::SetValue(). Referenced by mainmatrix().

valarray<Real> transformColumnMatrixTo1Dvalarray (  Matrix  M  )

Transforms a column matrix to a 1D array. Definition at line 119 of file utils.cpp. References M, and Natural. Referenced by mainmatrix().

valarray<valarray<Real> > transformMatrixTo2Dvalarray (  Matrix  M  )

Transforms a normal matrix to a 2D array. Definition at line 128 of file utils.cpp. References M, and Natural. Referenced by mainmatrix().

string valarrayRealToString (  const valarray< Real > &  theArray  )

Definition at line 162 of file utils.cpp. References Natural. Referenced by operator<<().

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