matrix.hpp

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#pragma once
 
#include "./scalar.hpp"

// A new backend is a sibling header defining the same six names, plus one branch here.
#if defined(ATL_HAS_EIGEN)
#include "./eigen.hpp"
#else
#error \
  "The math module's linear algebra needs a backend. Configure the library with \
ATL_USE_EIGEN=ON, or link algotradelib::algotradelib from a build that was configured \
with it. Quote, order, and market-data headers do not require one, and neither does \
math/scalar.hpp."
#endif