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algotradelib 0.0.0.9000
C++ header-only library for algorithmic trading
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The linear algebra types of the math module: Matrix, Vector, SeriesView, MutableSeriesView, MatrixView and Index. More...
#include "./scalar.hpp"Go to the source code of this file.
The linear algebra types of the math module: Matrix, Vector, SeriesView, MutableSeriesView, MatrixView and Index.
They come from Eigen, which needs a build configured with ATL_USE_EIGEN=ON; without it, including this header is a compile error. math/scalar.hpp (Scalar, missing(), observed()) needs no backend.
Definition in file matrix.hpp.