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::matrix::Matrix
- 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::bilateral_hawkes::BilateralHawkes
- models::bilateral_hawkes_order_flow_imbalance::BilateralHawkesOrderFlowImbalance
- models::heston::Heston
- models::heston_hawkes::HestonHawkes
- models::kelly_hjb::KellyHjb
- models::traits::ControlOutput
- models::traits::Gradients
- numeric::basis::PolynomialBasis
- numeric::basis::ScaledBasis
- numeric::bsde::solution::BsdeSolution
- numeric::bsde::solver::BsdeSolver
- numeric::finite_difference::operator::Operator
- numeric::finite_difference::solver::PolicyIterationSolver
- numeric::ode::Euler
- numeric::ode::LinearSpectralSolver
- numeric::ode::RungeKutta4
- numeric::result::NumericalResult
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::finite_difference::solver::Scheme
Traits
- analytical::traits::AnalyticalSolution
- linalg::regression::RegressionSolver
- models::traits::Model
- numeric::basis::Basis
- numeric::ode::ODESolver
- numeric::solver::Solver