Package | Description |
---|---|
org.drip.quant.fourier |
Modifier and Type | Method and Description |
---|---|
static ComplexNumber |
ComplexNumber.Add(ComplexNumber cn1,
ComplexNumber cn2)
Add the 2 Complex Numbers
|
static ComplexNumber |
ComplexNumber.Divide(ComplexNumber cnNumerator,
ComplexNumber cnDenominator)
Divide the Numerator Complex Number by the Denominator
|
static ComplexNumber |
ComplexNumber.Exponentiate(ComplexNumber cn)
Exponentiate the Complex Number
|
static ComplexNumber |
ComplexNumber.Logarithm(ComplexNumber cn)
Compute Logarithm of the Complex Number
|
static ComplexNumber |
ComplexNumber.Multiply(ComplexNumber cn1,
ComplexNumber cn2)
Multiply the 2 Complex Numbers
|
static ComplexNumber |
PhaseAdjuster.PowerLogPhaseTracker(ComplexNumber cnGNumerator,
ComplexNumber cnGDenominator,
int iN,
int iM)
Handling the Branch Switching of the Complex Power Function according Kahl-Jackel algorithm:
- http://www.pjaeckel.webspace.virginmedia.com/NotSoComplexLogarithmsInTheHestonModel.pdf
|
static ComplexNumber |
ComplexNumber.Scale(ComplexNumber cn,
double dblScale)
Scale the Complex Number with the factor
|
static ComplexNumber |
ComplexNumber.Square(ComplexNumber cn)
Square the Complex Number
|
static ComplexNumber |
ComplexNumber.SquareRoot(ComplexNumber cn)
Compute the Square Root of the Complex Number
|
static ComplexNumber |
ComplexNumber.Subtract(ComplexNumber cn1,
ComplexNumber cn2)
Subtract the Second Complex Number from the First
|
Modifier and Type | Method and Description |
---|---|
static ComplexNumber |
ComplexNumber.Add(ComplexNumber cn1,
ComplexNumber cn2)
Add the 2 Complex Numbers
|
static ComplexNumber |
ComplexNumber.Divide(ComplexNumber cnNumerator,
ComplexNumber cnDenominator)
Divide the Numerator Complex Number by the Denominator
|
static ComplexNumber |
ComplexNumber.Exponentiate(ComplexNumber cn)
Exponentiate the Complex Number
|
static ComplexNumber |
ComplexNumber.Logarithm(ComplexNumber cn)
Compute Logarithm of the Complex Number
|
static ComplexNumber |
ComplexNumber.Multiply(ComplexNumber cn1,
ComplexNumber cn2)
Multiply the 2 Complex Numbers
|
static ComplexNumber |
PhaseAdjuster.PowerLogPhaseTracker(ComplexNumber cnGNumerator,
ComplexNumber cnGDenominator,
int iN,
int iM)
Handling the Branch Switching of the Complex Power Function according Kahl-Jackel algorithm:
- http://www.pjaeckel.webspace.virginmedia.com/NotSoComplexLogarithmsInTheHestonModel.pdf
|
static ComplexNumber |
ComplexNumber.Scale(ComplexNumber cn,
double dblScale)
Scale the Complex Number with the factor
|
static ComplexNumber |
ComplexNumber.Square(ComplexNumber cn)
Square the Complex Number
|
static ComplexNumber |
ComplexNumber.SquareRoot(ComplexNumber cn)
Compute the Square Root of the Complex Number
|
static ComplexNumber |
ComplexNumber.Subtract(ComplexNumber cn1,
ComplexNumber cn2)
Subtract the Second Complex Number from the First
|