List of all items
Structs
- analytical::avellaneda::approximations::avellaneda_stoikov::AvellanedaStoikovApprox
- analytical::avellaneda::approximations::gueant::AvellanedaGueant
- analytical::avellaneda::exact::AvellanedaExact
- analytical::drift::approximations::AvellanedaDriftApprox
- analytical::drift::exact::AvellanedaDriftExact
- analytical::market_impact::approximations::AvellanedaImpactApprox
- analytical::market_impact::exact::AvellanedaImpactExact
- core::grid::Grid
- core::tensor::Tensor
- linalg::csr::CsrMatrix
- linalg::regression::FaerSolver
- linalg::regression::FullMatrixSolver
- linalg::regression::NormalEquationSolver
- lookup::adaptive::AdaptiveGrid1D
- lookup::adaptive::AdaptiveSegments
- lookup::adaptive::IndirectionStats
- lookup::adaptive::IndirectionTable
- lookup::grid::LookupGrid
- lookup::id::ModelIdentifier
- lookup::repository::LookupRepository
- lookup::table::LookupTable
- models::american_put::AmericanPut
- models::avellaneda::AvellanedaStoikov
- models::avellaneda_drift::AvellanedaDrift
- models::avellaneda_hawkes::AvellanedaHawkes
- models::avellaneda_impact::AvellanedaImpact
- models::avellaneda_lot_size::AvellanedaLotSize
- models::bilateral_hawkes::BilateralHawkes
- models::bilateral_hawkes_order_flow_imbalance::BilateralHawkesOrderFlowImbalance
- models::control::StateDerivatives
- models::heston::Heston
- models::heston_hawkes::HestonHawkes
- models::kelly_hjb::KellyHjb
- models::lq_regulator::LqRegulator
- models::market_making::MarketMakingControl
- models::market_making::SpreadResult
- models::merton::Merton
- models::merton_jump::MertonJump
- models::merton_jump_lognormal::MertonJumpLogNormal
- models::stationary_avellaneda::StationaryAvellaneda
- models::stationary_lq::StationaryLqRegulator
- numeric::basis::PolynomialBasis
- numeric::basis::ScaledBasis
- numeric::bsde::solution::BsdeSolution
- numeric::bsde::solver::BsdeSolver
- numeric::ergodic::PerronSolution
- numeric::ergodic::PerronSolver
- numeric::finite_difference::discretization::BoundaryConditions
- numeric::finite_difference::discretization::JumpKernel
- numeric::finite_difference::discretization::JumpTransition
- numeric::finite_difference::discretization::Transport
- numeric::finite_difference::elliptic::solver::StationarySolver
- numeric::finite_difference::operator::Operator
- numeric::finite_difference::solver::PolicyIterationSolver
- numeric::ode::Euler
- numeric::ode::LinearSpectralSolver
- numeric::ode::RungeKutta4
- numeric::result::GridSolution
Enums
- lookup::id::OrderBookType
- lookup::id::ProcessType
- models::TerminalCondition
- numeric::basis::PolynomialType
- numeric::bsde::config::BasisFunctionType
- numeric::bsde::config::BsdeMode
- numeric::bsde::config::InitializationMode
- numeric::bsde::config::RegressionBackend
- numeric::finite_difference::discretization::BoundaryCondition
- numeric::finite_difference::discretization::DimensionKind
- numeric::finite_difference::solver::Scheme
Traits
- analytical::traits::AnalyticalSolution
- linalg::regression::RegressionSolver
- models::control::ControlProblem
- numeric::basis::Basis
- numeric::ergodic::StationaryEigenProblem
- numeric::finite_difference::elliptic::problem::EllipticControlProblem
- numeric::finite_difference::elliptic::problem::EllipticProblem
- numeric::finite_difference::elliptic::problem::EllipticProblemExt
- numeric::finite_difference::pde::PdeProblem
- numeric::ode::ODESolver
- numeric::solver::Solver
Functions
- linalg::adi::thomas
- linalg::eigen::eigen_symmetric_tridiagonal
- linalg::gaussian::solve_linear_system
- lookup::grid::linspace
- numeric::finite_difference::discretization::sample_jump_kernel
- numeric::finite_difference::elliptic::problem::zero_field
- validation::assert_close
- validation::assert_within
- validation::percent_error
- validation::relative_error
- validation::relative_error_with_floor