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C++ Programming for Financial Engineering
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An Intuition-Based Options Primer for FE
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<blockquote data-quote="alain" data-source="post: 8840" data-attributes="member: 10"><p>Hi Steve,</p><p> </p><p>Nice piece of code. I read in a previous post that you are using uBlas from Boost. I installed it again using the installer and I also tried to install the bindings to ATLAS. Have you tried it? Any luck? ATLAS comes with all the routines that you might need in Linear Algebra.</p></blockquote><p></p>
[QUOTE="alain, post: 8840, member: 10"] Hi Steve, Nice piece of code. I read in a previous post that you are using uBlas from Boost. I installed it again using the installer and I also tried to install the bindings to ATLAS. Have you tried it? Any luck? ATLAS comes with all the routines that you might need in Linear Algebra. [/QUOTE]